-54.2%
DOCS vs LNG
+164.0%
-218.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -0.8% | -15.9% | +15.1% | +2.0% |
| 30D | +17.4% | +2.1% | +15.3% | +16.4% |
| 3M | +57.4% | +4.8% | +52.5% | +54.9% |
| 6M | +26.5% | +6.8% | +19.7% | +23.5% |
| YTD | -26.6% | +44.0% | -70.6% | -34.1% |
| 1Y | -48.1% | +34.9% | -83.0% | -52.6% |
| 3Y | +52.6% | +67.3% | -14.7% | +32.3% |
| All | -54.2% | +164.0% | -218.2% | -65.6% |
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