+562.5%
LITE vs DDOG
-5.4%
+567.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | +10.8% | +2.9% | +7.9% | +9.9% |
| 30D | -33.4% | -31.6% | -1.8% | -25.2% |
| 3M | -32.2% | -27.0% | -5.2% | -25.3% |
| 6M | -42.1% | -10.3% | -31.8% | -40.9% |
| YTD | +61.9% | +35.4% | +26.4% | +40.3% |
| 1Y | +163.0% | -1.0% | +164.0% | +154.4% |
| 3Y | +1,358.0% | +76.7% | +1,281.4% | +1,054.2% |
| All | +562.5% | -5.4% | +567.8% | +455.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling