+1,178.9%
LNG vs DOC
+1,044.3%
+134.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.1% | -9.3% | -7.4% |
| 7D | -1.9% | +8.7% | -10.7% | -5.2% |
| 30D | +6.2% | +7.6% | -1.4% | +3.0% |
| 3M | +13.7% | -5.3% | +19.0% | +15.6% |
| 6M | +7.5% | +27.6% | -20.1% | -4.2% |
| YTD | +51.3% | +32.4% | +18.9% | +32.1% |
| 1Y | +42.6% | +22.9% | +19.8% | +28.1% |
| 3Y | +73.2% | +43.1% | +30.1% | +42.4% |
| 5Y | +189.8% | -21.4% | +211.2% | +198.5% |
| 10Y | +733.2% | +16.8% | +716.3% | +565.3% |
| All | +1,178.9% | +1,044.3% | +134.6% | +599.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling