+164.6%
DOCN vs LNG
+327.9%
-163.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.7% |
| 7D | +1.1% | +3.4% | -2.3% | 0.0% |
| 30D | -9.6% | +14.9% | -24.5% | -13.7% |
| 3M | -37.7% | +21.4% | -59.1% | -41.7% |
| 6M | +115.2% | +17.8% | +97.4% | +100.9% |
| YTD | +133.7% | +51.3% | +82.4% | +98.0% |
| 1Y | +250.2% | +24.4% | +225.7% | +219.1% |
| 3Y | +320.3% | +79.7% | +240.6% | +222.2% |
| 5Y | +53.1% | +241.3% | -188.2% | -23.4% |
| All | +164.6% | +327.9% | -163.2% | +28.6% |
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