-6.4%
DDOG vs LTH
+142.9%
-149.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.9% | +3.0% |
| 7D | -23.9% | +4.5% | -28.4% | -25.4% |
| 30D | -34.0% | +16.3% | -50.4% | -38.0% |
| 3M | -21.9% | +8.4% | -30.3% | -25.2% |
| 6M | +24.6% | +40.3% | -15.7% | +7.0% |
| YTD | +31.7% | +77.3% | -45.6% | +0.8% |
| 1Y | -6.2% | +88.0% | -94.1% | -30.2% |
| 3Y | +125.1% | +274.3% | -149.2% | +13.7% |
| All | -6.4% | +142.9% | -149.3% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling