+459.9%
DDOG vs LNG
+334.3%
+125.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.5% | +4.2% | -0.2% |
| 7D | -6.1% | -6.2% | +0.1% | -5.0% |
| 30D | -10.1% | +8.0% | -18.1% | -11.5% |
| 3M | -9.3% | +16.9% | -26.2% | -12.4% |
| 6M | +67.2% | +8.7% | +58.5% | +62.3% |
| YTD | +54.6% | +43.0% | +11.6% | +40.4% |
| 1Y | +54.1% | +19.4% | +34.7% | +46.0% |
| 3Y | +115.3% | +74.7% | +40.6% | +84.8% |
| 5Y | +50.6% | +222.4% | -171.8% | +13.3% |
| All | +459.9% | +334.3% | +125.6% | +355.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling