+97.7%
USO vs LHX
+54.0%
+43.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.1% |
| 7D | +9.1% | -4.3% | +13.4% | +9.7% |
| 30D | +21.7% | -15.1% | +36.8% | +24.2% |
| 3M | +20.2% | -21.0% | +41.2% | +23.7% |
| 6M | +43.4% | -32.0% | +75.4% | +51.5% |
| YTD | +124.0% | -15.3% | +139.3% | +124.9% |
| 1Y | +112.2% | -11.1% | +123.2% | +110.6% |
| 3Y | +97.7% | +54.0% | +43.6% | +63.5% |
| All | +97.7% | +54.0% | +43.7% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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