+66.4%
DOCN vs LNG
+309.7%
-243.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.3% | -11.6% | -14.6% |
| 7D | -29.3% | -12.3% | -16.9% | -26.6% |
| 30D | -46.0% | +1.6% | -47.6% | -46.4% |
| 3M | -43.2% | +10.0% | -53.2% | -45.3% |
| 6M | -53.7% | +4.2% | -57.9% | -54.9% |
| YTD | +46.9% | +44.8% | +2.1% | +25.4% |
| 1Y | +54.3% | +37.3% | +17.0% | +34.3% |
| 3Y | +185.5% | +65.8% | +119.7% | +124.8% |
| 5Y | -31.1% | +171.7% | -202.8% | -61.2% |
| All | +66.4% | +309.7% | -243.3% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling