+679.5%
LNG vs DOC
+15.7%
+663.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -15.9% | +6.5% | -22.3% | -17.3% |
| 30D | +2.1% | +9.2% | -7.0% | -0.3% |
| 3M | +4.8% | -2.5% | +7.3% | +5.2% |
| 6M | +6.8% | +7.1% | -0.3% | +4.3% |
| YTD | +44.0% | +33.0% | +11.0% | +31.2% |
| 1Y | +34.9% | +23.3% | +11.7% | +25.5% |
| 3Y | +67.3% | +44.9% | +22.4% | +45.6% |
| 5Y | +170.1% | -21.6% | +191.7% | +181.6% |
| All | +679.5% | +15.7% | +663.8% | +613.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling