+82.0%
USO vs LEN
+108.0%
-26.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.3% |
| 7D | +9.1% | -4.8% | +13.9% | +9.4% |
| 30D | +21.7% | -6.6% | +28.3% | +22.1% |
| 3M | +20.2% | -15.7% | +35.9% | +21.4% |
| 6M | +43.4% | -16.6% | +60.0% | +44.4% |
| YTD | +124.0% | -21.3% | +145.3% | +126.5% |
| 1Y | +112.2% | -42.0% | +154.2% | +121.6% |
| 3Y | +97.7% | -27.9% | +125.6% | +96.1% |
| 5Y | +217.4% | -10.7% | +228.1% | +199.0% |
| All | +82.0% | +108.0% | -26.1% | +63.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling