-26.2%
DOCN vs LNG
+188.0%
-214.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | +0.8% |
| 7D | -12.1% | -5.5% | -6.7% | -10.7% |
| 30D | -41.0% | +5.7% | -46.8% | -42.0% |
| 3M | -38.7% | +10.7% | -49.4% | -40.8% |
| 6M | -51.5% | +23.1% | -74.6% | -54.9% |
| YTD | +65.3% | +52.4% | +12.9% | +40.3% |
| 1Y | +53.9% | +40.0% | +13.9% | +34.6% |
| 3Y | +215.6% | +76.0% | +139.5% | +147.2% |
| 5Y | -26.2% | +194.7% | -220.8% | -63.6% |
| All | -26.2% | +188.0% | -214.2% | -63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling