-4.9%
LQD vs DDOG
+58.9%
-63.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.2% | -7.3% | -0.4% |
| 7D | 0.0% | +7.7% | -7.7% | -0.3% |
| 30D | -0.2% | -13.6% | +13.4% | +0.2% |
| 3M | -1.7% | -0.9% | -0.8% | -1.8% |
| 6M | -2.7% | +75.2% | -77.9% | -4.9% |
| YTD | -1.4% | +65.7% | -67.1% | -3.7% |
| 1Y | -1.0% | +60.4% | -61.4% | -3.3% |
| 3Y | +15.1% | +130.7% | -115.6% | +9.6% |
| All | -4.9% | +58.9% | -63.8% | -10.2% |
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