-3.6%
DDOG vs LVS
+8.6%
-12.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -1.2% |
| 7D | +2.9% | -0.8% | +3.7% | +3.1% |
| 30D | -31.6% | +10.0% | -41.6% | -34.8% |
| 3M | -27.0% | -11.0% | -16.0% | -24.4% |
| 6M | -10.3% | -20.1% | +9.8% | -3.0% |
| YTD | +35.4% | -36.3% | +71.8% | +60.4% |
| 1Y | -1.0% | -36.8% | +35.9% | +17.6% |
| 3Y | +76.7% | -9.5% | +86.2% | +68.7% |
| All | -3.6% | +8.6% | -12.2% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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