-73.9%
USO vs LEN
+79.3%
-153.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +9.5% | -3.2% | +12.6% | +9.8% |
| 30D | +23.6% | -4.9% | +28.5% | +24.1% |
| 3M | +3.8% | -8.5% | +12.3% | +4.4% |
| 6M | +55.0% | -20.7% | +75.7% | +57.6% |
| YTD | +105.3% | -17.4% | +122.7% | +107.3% |
| 1Y | +91.4% | -38.2% | +129.6% | +99.8% |
| 3Y | +84.6% | -24.9% | +109.4% | +84.4% |
| 5Y | +191.7% | -11.4% | +203.2% | +180.0% |
| 10Y | +73.3% | +110.0% | -36.7% | +42.2% |
| All | -73.9% | +79.3% | -153.2% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling