+103.1%
DOCN vs LNG
+353.4%
-250.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -3.9% | -4.1% |
| 7D | +19.1% | +11.3% | +7.8% | +15.6% |
| 30D | -21.0% | +10.6% | -31.7% | -23.5% |
| 3M | -34.7% | +16.1% | -50.9% | -38.0% |
| 6M | -45.8% | +29.6% | -75.3% | -50.5% |
| YTD | +79.4% | +60.3% | +19.1% | +48.9% |
| 1Y | +91.0% | +46.1% | +44.9% | +64.1% |
| 3Y | +237.5% | +85.9% | +151.5% | +156.9% |
| 5Y | -30.4% | +210.8% | -241.2% | -62.5% |
| All | +103.1% | +353.4% | -250.3% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 10y: compounded portfolio wealth divided by compounded LNG 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…
10y analysis · Full analysis span regression · 6 months rolling