+19.8%
DDOG vs LTH
+84.0%
-64.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +6.3% | -20.7% | -13.4% |
| 7D | -32.2% | +9.9% | -42.1% | -31.1% |
| 30D | -31.7% | +18.3% | -50.0% | -29.9% |
| 3M | -34.5% | +5.9% | -40.5% | -33.3% |
| 6M | +28.7% | +80.3% | -51.7% | +33.2% |
| YTD | +38.8% | +78.3% | -39.5% | +47.8% |
| 1Y | +19.8% | +81.0% | -61.2% | +28.6% |
| All | +19.8% | +84.0% | -64.2% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling