-52.9%
DOCS vs LNG
+211.7%
-264.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | +2.6% | +11.3% | -8.8% | +0.7% |
| 30D | +11.4% | +10.6% | +0.8% | +9.0% |
| 3M | +25.4% | +16.1% | +9.3% | +21.6% |
| 6M | +42.5% | +29.6% | +13.0% | +33.9% |
| YTD | -24.7% | +60.3% | -85.0% | -33.6% |
| 1Y | -32.9% | +46.1% | -79.1% | -39.4% |
| 3Y | +39.6% | +85.9% | -46.3% | +19.0% |
| All | -52.9% | +211.7% | -264.6% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling