+8.9%
DOCS vs LNG
+82.1%
-73.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.8% |
| 7D | -1.4% | +3.4% | -4.8% | -2.0% |
| 30D | +21.8% | +14.9% | +7.0% | +18.0% |
| 3M | +27.3% | +21.4% | +5.9% | +20.6% |
| 6M | -0.3% | +17.8% | -18.1% | -5.7% |
| YTD | -40.5% | +51.3% | -91.8% | -49.1% |
| 1Y | -61.5% | +24.4% | -86.0% | -64.3% |
| All | +8.9% | +82.1% | -73.2% | -15.9% |
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