+169.6%
LNG vs DOC
-21.4%
+191.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -15.9% | +6.5% | -22.3% | -16.8% |
| 30D | +2.1% | +9.2% | -7.0% | +0.5% |
| 3M | +4.8% | -2.5% | +7.3% | +5.1% |
| 6M | +6.8% | +7.1% | -0.3% | +5.0% |
| YTD | +44.0% | +33.0% | +11.0% | +34.6% |
| 1Y | +34.9% | +23.3% | +11.7% | +28.3% |
| 3Y | +67.3% | +44.9% | +22.4% | +50.6% |
| All | +169.6% | -21.4% | +191.0% | +196.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling