+772.0%
LITE vs DDOG
+332.7%
+439.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -7.5% | -11.2% | -16.6% |
| 7D | -44.6% | -34.3% | -10.2% | -37.3% |
| 30D | -55.0% | -37.2% | -17.8% | -48.4% |
| 3M | -38.3% | -38.3% | 0.0% | -30.1% |
| 6M | -48.8% | +19.8% | -68.6% | -52.7% |
| YTD | +38.3% | +28.4% | +9.9% | +22.0% |
| 1Y | +119.0% | +12.7% | +106.3% | +100.6% |
| 3Y | +1,092.0% | +112.8% | +979.2% | +802.9% |
| 5Y | +446.1% | -5.9% | +451.9% | +371.9% |
| All | +772.0% | +332.7% | +439.3% | +335.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling