-57.0%
DOCS vs LNG
+175.6%
-232.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +0.6% |
| 7D | 0.0% | -8.4% | +8.4% | +1.4% |
| 30D | +7.8% | +2.7% | +5.1% | +6.7% |
| 3M | +20.0% | +11.7% | +8.2% | +16.9% |
| 6M | +26.5% | +19.5% | +7.0% | +20.5% |
| YTD | -25.8% | +48.0% | -73.7% | -33.8% |
| 1Y | -39.5% | +38.4% | -77.8% | -45.0% |
| 3Y | +60.3% | +71.9% | -11.5% | +38.1% |
| 5Y | -57.0% | +179.9% | -236.9% | -68.5% |
| All | -57.0% | +175.6% | -232.7% | -68.5% |
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