-73.2%
USO vs LH
+594.6%
-667.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.0% |
| 7D | +3.6% | -0.8% | +4.4% | +3.7% |
| 30D | +23.8% | +2.0% | +21.8% | +23.3% |
| 3M | +8.1% | +24.3% | -16.2% | +3.4% |
| 6M | +34.3% | +21.1% | +13.2% | +28.6% |
| YTD | +111.1% | +30.4% | +80.7% | +98.8% |
| 1Y | +99.9% | +18.4% | +81.6% | +91.7% |
| 3Y | +86.5% | +65.5% | +21.0% | +64.0% |
| 5Y | +200.5% | +29.9% | +170.7% | +175.7% |
| 10Y | +66.5% | +186.6% | -120.1% | +18.4% |
| All | -73.2% | +594.6% | -667.8% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling