+1,178.8%
LNG vs DOC
+1,059.4%
+119.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.1% |
| 7D | +3.4% | -1.5% | +4.9% | +4.0% |
| 30D | +14.9% | -4.8% | +19.6% | +16.8% |
| 3M | +21.4% | +6.9% | +14.5% | +17.8% |
| 6M | +17.8% | +20.7% | -2.9% | +7.3% |
| YTD | +51.3% | +34.1% | +17.1% | +31.8% |
| 1Y | +24.4% | +22.6% | +1.8% | +12.0% |
| 3Y | +79.7% | +20.8% | +58.8% | +58.4% |
| 5Y | +241.3% | -24.9% | +266.2% | +259.2% |
| 10Y | +603.1% | -1.8% | +605.0% | +508.0% |
| All | +1,178.8% | +1,059.4% | +119.4% | +598.4% |
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