+546.2%
LITE vs DDOG
-8.2%
+554.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.3% | +10.4% | +10.6% |
| 7D | -12.9% | -16.9% | +4.0% | -7.8% |
| 30D | -46.0% | -38.8% | -7.2% | -37.3% |
| 3M | -33.0% | -23.2% | -9.8% | -27.7% |
| 6M | -34.0% | -10.3% | -23.8% | -32.7% |
| YTD | +61.7% | +32.1% | +29.7% | +41.1% |
| 1Y | +148.3% | -6.1% | +154.4% | +144.4% |
| 3Y | +1,408.5% | +79.2% | +1,329.3% | +1,090.8% |
| 5Y | +546.2% | -8.6% | +554.8% | +454.9% |
| All | +546.2% | -8.2% | +554.3% | +454.9% |
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