+76.7%
DDOG vs LTH
+241.8%
-165.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.4% |
| 7D | +2.9% | -1.3% | +4.1% | +3.0% |
| 30D | -31.6% | +15.7% | -47.3% | -33.2% |
| 3M | -27.0% | +5.0% | -32.0% | -27.7% |
| 6M | -10.3% | +37.7% | -48.0% | -15.1% |
| YTD | +35.4% | +75.0% | -39.6% | +20.1% |
| 1Y | -1.0% | +82.6% | -83.6% | -13.2% |
| 3Y | +76.7% | +241.3% | -164.7% | +44.6% |
| All | +76.7% | +241.8% | -165.2% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling