+1,563.7%
LITE vs DDOG
+122.7%
+1,441.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.2% |
| 7D | -1.5% | -10.1% | +8.6% | +1.2% |
| 30D | +6.7% | -24.8% | +31.5% | +13.6% |
| 3M | -6.8% | -12.6% | +5.8% | -5.2% |
| 6M | +29.4% | +79.9% | -50.5% | +1.0% |
| YTD | +139.1% | +56.6% | +82.5% | +93.7% |
| 1Y | +521.0% | +61.6% | +459.4% | +388.3% |
| All | +1,563.7% | +122.7% | +1,441.0% | +1,120.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling