+55.8%
DOCS vs LNG
+65.6%
-9.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.3% | 0.0% | -3.6% |
| 7D | -1.3% | -12.3% | +11.0% | +0.6% |
| 30D | +19.4% | +1.6% | +17.8% | +18.2% |
| 3M | +53.4% | +10.0% | +43.4% | +48.8% |
| 6M | +28.8% | +4.2% | +24.6% | +26.5% |
| YTD | -25.1% | +44.8% | -69.9% | -36.1% |
| 1Y | -48.1% | +37.3% | -85.4% | -54.8% |
| All | +55.8% | +65.6% | -9.8% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling