+87.1%
DOCN vs LNG
+331.0%
-243.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | +0.7% |
| 7D | -12.1% | -5.5% | -6.7% | -10.5% |
| 30D | -41.0% | +5.7% | -46.8% | -42.1% |
| 3M | -38.7% | +10.7% | -49.4% | -41.0% |
| 6M | -51.5% | +23.1% | -74.6% | -55.1% |
| YTD | +65.3% | +52.4% | +12.9% | +39.1% |
| 1Y | +53.9% | +40.0% | +13.9% | +33.6% |
| 3Y | +215.6% | +76.0% | +139.5% | +144.1% |
| 5Y | -26.2% | +194.7% | -220.8% | -59.6% |
| All | +87.1% | +331.0% | -243.9% | -9.7% |
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