+390.4%
DDOG vs LNT
+73.6%
+316.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | +2.9% | +1.0% | +1.8% | +2.8% |
| 30D | -31.6% | +9.6% | -41.2% | -32.2% |
| 3M | -27.0% | +5.4% | -32.4% | -27.4% |
| 6M | -10.3% | +3.1% | -13.4% | -10.7% |
| YTD | +35.4% | +16.5% | +18.9% | +32.0% |
| 1Y | -1.0% | +12.3% | -13.3% | -2.9% |
| 3Y | +76.7% | +70.3% | +6.3% | +58.4% |
| 5Y | -4.6% | +56.4% | -61.0% | -14.0% |
| All | +390.4% | +73.6% | +316.8% | +293.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 10y: compounded portfolio wealth divided by compounded LNT 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…
10y analysis · Full analysis span regression · 6 months rolling