+75.8%
LNG vs DOC
+43.5%
+32.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.1% | -9.3% | -6.4% |
| 7D | -1.9% | +8.7% | -10.7% | -2.7% |
| 30D | +6.2% | +7.6% | -1.4% | +5.4% |
| 3M | +13.7% | -5.3% | +19.0% | +14.2% |
| 6M | +7.5% | +27.6% | -20.1% | +4.2% |
| YTD | +51.3% | +32.4% | +18.9% | +45.0% |
| 1Y | +42.6% | +22.9% | +19.8% | +38.6% |
| All | +75.8% | +43.5% | +32.3% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling