-50.3%
DOCS vs LNG
+248.5%
-298.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.8% |
| 7D | -1.4% | +3.4% | -4.8% | -1.9% |
| 30D | +21.8% | +14.9% | +7.0% | +19.1% |
| 3M | +27.3% | +21.4% | +5.9% | +22.8% |
| 6M | -0.3% | +17.8% | -18.1% | -3.8% |
| YTD | -40.5% | +51.3% | -91.8% | -45.5% |
| 1Y | -61.5% | +24.4% | -86.0% | -63.3% |
| 3Y | +8.2% | +79.7% | -71.5% | -3.1% |
| 5Y | -73.4% | +241.3% | -314.8% | -74.8% |
| All | -50.3% | +248.5% | -298.7% | -54.6% |
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 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