+821.5%
LITE vs DDOG
+343.7%
+477.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.1% | +4.9% |
| 7D | -35.9% | -23.9% | -12.0% | -30.4% |
| 30D | -51.5% | -34.0% | -17.5% | -45.1% |
| 3M | -35.7% | -21.9% | -13.8% | -31.1% |
| 6M | -43.0% | +24.6% | -67.5% | -48.0% |
| YTD | +46.1% | +31.7% | +14.5% | +28.1% |
| 1Y | +124.7% | -6.2% | +130.9% | +119.6% |
| 3Y | +1,172.1% | +125.1% | +1,047.0% | +849.3% |
| 5Y | +477.0% | -3.5% | +480.5% | +395.2% |
| All | +821.5% | +343.7% | +477.7% | +356.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 10y: compounded portfolio wealth divided by compounded DDOG 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…
10y analysis · Full analysis span regression · 6 months rolling