+15.2%
LQD vs DDOG
+77.9%
-62.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -1.6% | +2.9% | -4.5% | -1.7% |
| 30D | +0.5% | -31.6% | +32.2% | +0.8% |
| 3M | -2.3% | -27.0% | +24.7% | -2.1% |
| 6M | -3.1% | -10.3% | +7.2% | -3.2% |
| YTD | -3.0% | +35.4% | -38.4% | -3.8% |
| 1Y | -2.6% | -1.0% | -1.6% | -2.8% |
| 3Y | +15.2% | +76.7% | -61.5% | +9.4% |
| All | +15.2% | +77.9% | -62.8% | +9.4% |
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