+99.6%
USO vs LEN
-25.9%
+125.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -1.9% | -5.8% | +3.9% | -3.1% |
| 30D | -5.2% | +13.7% | -18.9% | -2.3% |
| 3M | +16.4% | -3.9% | +20.3% | +16.1% |
| 6M | +2.5% | -0.4% | +2.9% | +3.7% |
| YTD | +110.5% | -16.8% | +127.3% | +110.5% |
| 1Y | +108.4% | -29.5% | +137.9% | +106.3% |
| 3Y | +99.6% | -25.6% | +125.2% | +96.0% |
| All | +99.6% | -25.9% | +125.5% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling