+241.6%
LNG vs DOC
-24.5%
+266.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.7% |
| 7D | +3.4% | -1.5% | +4.9% | +3.7% |
| 30D | +14.9% | -4.8% | +19.6% | +15.8% |
| 3M | +21.4% | +6.9% | +14.5% | +19.6% |
| 6M | +17.8% | +20.7% | -2.9% | +13.0% |
| YTD | +51.3% | +34.1% | +17.1% | +41.3% |
| 1Y | +24.4% | +22.6% | +1.8% | +18.6% |
| 3Y | +79.7% | +20.8% | +58.8% | +70.6% |
| All | +241.6% | -24.5% | +266.2% | +287.3% |
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