+70.5%
DOCN vs LNG
+307.3%
-236.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.7% |
| 7D | -19.2% | -15.9% | -3.3% | -15.1% |
| 30D | -43.1% | +2.1% | -45.2% | -43.6% |
| 3M | -40.7% | +4.8% | -45.5% | -42.0% |
| 6M | -55.0% | +6.8% | -61.8% | -56.5% |
| YTD | +50.6% | +44.0% | +6.6% | +28.8% |
| 1Y | +54.0% | +34.9% | +19.0% | +34.8% |
| 3Y | +203.9% | +67.3% | +136.6% | +138.1% |
| 5Y | -29.4% | +170.1% | -199.5% | -60.1% |
| All | +70.5% | +307.3% | -236.8% | -16.4% |
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