+91.4%
USO vs LH
+63.5%
+27.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +2.5% |
| 7D | +6.2% | -3.2% | +9.4% | +5.8% |
| 30D | +19.1% | +0.1% | +19.0% | +19.1% |
| 3M | +14.2% | +18.6% | -4.4% | +16.5% |
| 6M | +43.7% | +17.9% | +25.8% | +47.1% |
| YTD | +116.8% | +28.9% | +87.9% | +121.4% |
| 1Y | +104.3% | +16.6% | +87.7% | +109.1% |
| All | +91.4% | +63.5% | +27.8% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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