+121.1%
DDOG vs LNG
+73.1%
+48.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | 0.0% | +7.2% | +7.2% |
| 7D | +7.7% | -6.7% | +14.4% | +7.9% |
| 30D | -13.6% | +3.9% | -17.5% | -13.8% |
| 3M | -0.9% | +15.5% | -16.4% | -1.8% |
| 6M | +75.2% | +10.5% | +64.7% | +72.1% |
| YTD | +65.7% | +43.0% | +22.7% | +54.2% |
| 1Y | +60.4% | +18.9% | +41.5% | +54.5% |
| All | +121.1% | +73.1% | +48.1% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling