-38.7%
DOCS vs LNG
+231.7%
-270.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -0.8% | -15.9% | +15.1% | +1.4% |
| 30D | +17.4% | +2.1% | +15.3% | +16.6% |
| 3M | +57.4% | +4.8% | +52.5% | +55.5% |
| 6M | +26.5% | +6.8% | +19.7% | +24.2% |
| YTD | -26.6% | +44.0% | -70.6% | -32.5% |
| 1Y | -48.1% | +34.9% | -83.0% | -51.6% |
| 3Y | +52.6% | +67.3% | -14.7% | +37.6% |
| 5Y | -52.1% | +170.1% | -222.2% | -57.1% |
| All | -38.7% | +231.7% | -270.3% | -43.8% |
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