-3.6%
DDOG vs LSCC
+33.9%
-37.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +2.0% |
| 7D | +2.9% | +7.0% | -4.1% | -0.3% |
| 30D | -31.6% | -2.3% | -29.3% | -31.5% |
| 3M | -27.0% | -12.5% | -14.5% | -24.3% |
| 6M | -10.3% | -10.6% | +0.3% | -11.3% |
| YTD | +35.4% | +52.7% | -17.3% | +0.7% |
| 1Y | -1.0% | +74.0% | -74.9% | -31.2% |
| 3Y | +76.7% | +104.8% | -28.1% | -5.7% |
| All | -3.6% | +33.9% | -37.5% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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