-38.8%
DOCS vs LNG
+251.0%
-289.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -1.7% |
| 7D | -0.6% | -5.5% | +4.9% | +0.1% |
| 30D | +6.3% | +5.7% | +0.6% | +5.1% |
| 3M | +26.5% | +10.7% | +15.8% | +24.3% |
| 6M | +24.8% | +23.1% | +1.7% | +19.7% |
| YTD | -26.8% | +52.4% | -79.2% | -33.2% |
| 1Y | -38.3% | +40.0% | -78.3% | -42.7% |
| 3Y | +36.0% | +76.0% | -40.0% | +21.9% |
| 5Y | -55.0% | +194.7% | -249.7% | -59.4% |
| All | -38.8% | +251.0% | -289.9% | -44.3% |
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