+49.8%
DDOG vs LTH
+160.9%
-111.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -10.1% | -0.6% | -9.5% | -10.1% |
| 30D | -24.8% | -4.6% | -20.2% | -23.5% |
| 3M | -12.6% | +32.8% | -45.4% | -21.9% |
| 6M | +79.9% | +64.6% | +15.3% | +43.3% |
| YTD | +56.6% | +62.6% | -6.1% | +25.1% |
| 1Y | +61.6% | +49.9% | +11.6% | +32.8% |
| 3Y | +117.9% | +151.3% | -33.5% | +33.2% |
| All | +49.8% | +160.9% | -111.0% | -17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling