+61.7%
DDOG vs LNG
+229.3%
-167.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | +3.2% | -4.5% | +7.7% | +4.1% |
| 30D | -10.2% | +4.7% | -14.8% | -11.1% |
| 3M | -2.6% | +15.1% | -17.7% | -5.8% |
| 6M | +80.1% | +13.6% | +66.6% | +72.2% |
| YTD | +63.0% | +44.0% | +19.1% | +45.4% |
| 1Y | +59.4% | +18.4% | +41.0% | +50.2% |
| 3Y | +127.0% | +75.9% | +51.2% | +88.4% |
| 5Y | +61.7% | +231.7% | -170.0% | +25.1% |
| All | +61.7% | +229.3% | -167.6% | +25.1% |
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