+115.3%
DDOG vs LTH
+159.1%
-43.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.9% |
| 7D | -6.1% | +1.5% | -7.6% | -6.5% |
| 30D | -10.1% | -3.1% | -7.1% | -9.7% |
| 3M | -9.3% | +28.1% | -37.4% | -14.5% |
| 6M | +67.2% | +67.4% | -0.2% | +42.9% |
| YTD | +54.6% | +59.8% | -5.2% | +34.0% |
| 1Y | +54.1% | +45.6% | +8.5% | +37.3% |
| 3Y | +115.3% | +162.0% | -46.7% | +53.3% |
| All | +115.3% | +159.1% | -43.9% | +53.3% |
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