-3.6%
DDOG vs LNG
+211.7%
-215.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | +2.9% | +11.3% | -8.5% | +0.5% |
| 30D | -31.6% | +10.6% | -42.3% | -33.0% |
| 3M | -27.0% | +16.1% | -43.1% | -29.3% |
| 6M | -10.3% | +29.6% | -39.9% | -15.5% |
| YTD | +35.4% | +60.3% | -24.9% | +17.7% |
| 1Y | -1.0% | +46.1% | -47.1% | -11.5% |
| 3Y | +76.7% | +85.9% | -9.3% | +45.4% |
| All | -3.6% | +211.7% | -215.3% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling