-37.1%
DOCS vs LNG
+269.3%
-306.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | +2.6% | +11.3% | -8.8% | +1.1% |
| 30D | +11.4% | +10.6% | +0.8% | +9.6% |
| 3M | +25.4% | +16.1% | +9.3% | +22.5% |
| 6M | +42.5% | +29.6% | +13.0% | +35.8% |
| YTD | -24.7% | +60.3% | -85.0% | -31.8% |
| 1Y | -32.9% | +46.1% | -79.1% | -38.0% |
| 3Y | +39.6% | +85.9% | -46.3% | +24.2% |
| 5Y | -54.6% | +210.8% | -265.5% | -59.3% |
| All | -37.1% | +269.3% | -306.4% | -43.1% |
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