+102.2%
USO vs LEN
-21.9%
+124.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +7.1% | -15.2% | -5.2% |
| 7D | -12.7% | +10.5% | -23.2% | -8.7% |
| 30D | +1.0% | +24.6% | -23.7% | +10.8% |
| 3M | +25.6% | +6.6% | +19.0% | +29.4% |
| 6M | -1.5% | +10.6% | -12.1% | +4.9% |
| YTD | +110.3% | -8.3% | +118.6% | +117.7% |
| 1Y | +102.2% | -22.5% | +124.7% | +107.8% |
| All | +102.2% | -21.9% | +124.0% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling