+140.5%
LLY vs DDOG
+77.9%
+62.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +6.6% | +2.9% | +3.8% | +6.5% |
| 30D | +19.4% | -31.6% | +51.0% | +20.6% |
| 3M | +19.6% | -27.0% | +46.6% | +20.2% |
| 6M | +42.6% | -10.3% | +52.9% | +40.5% |
| YTD | +35.0% | +35.4% | -0.5% | +28.4% |
| 1Y | +42.0% | -1.0% | +43.0% | +39.7% |
| 3Y | +140.5% | +76.7% | +63.8% | +120.9% |
| All | +140.5% | +77.9% | +62.5% | +120.9% |
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 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