+968.7%
LITE vs DDOG
+357.1%
+611.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.7% | -3.6% |
| 7D | +22.6% | +5.6% | +16.9% | +20.8% |
| 30D | -36.8% | -34.9% | -1.9% | -28.2% |
| 3M | -33.0% | -23.4% | -9.6% | -27.4% |
| 6M | -37.1% | -7.7% | -29.3% | -36.4% |
| YTD | +69.5% | +35.6% | +33.8% | +47.4% |
| 1Y | +146.1% | -3.4% | +149.5% | +138.6% |
| 3Y | +1,440.8% | +78.0% | +1,362.9% | +1,133.4% |
| 5Y | +580.4% | -4.4% | +584.9% | +485.8% |
| All | +968.7% | +357.1% | +611.5% | +425.4% |
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