+91.4%
USO vs LEN
-26.2%
+117.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.8% |
| 7D | +6.2% | -3.4% | +9.6% | +5.5% |
| 30D | +19.1% | -5.7% | +24.8% | +17.8% |
| 3M | +14.2% | -12.2% | +26.4% | +12.3% |
| 6M | +43.7% | -18.3% | +62.0% | +41.9% |
| YTD | +116.8% | -20.2% | +137.0% | +113.9% |
| 1Y | +104.3% | -40.1% | +144.4% | +97.8% |
| All | +91.4% | -26.2% | +117.6% | +91.8% |
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 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