-70.9%
USO vs LHX
+750.4%
-821.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.4% | +5.9% |
| 7D | +11.5% | -4.8% | +16.3% | +13.2% |
| 30D | +24.1% | -12.7% | +36.9% | +29.4% |
| 3M | +17.9% | -17.6% | +35.6% | +24.6% |
| 6M | +49.6% | -30.7% | +80.3% | +66.6% |
| YTD | +129.0% | -14.3% | +143.4% | +136.9% |
| 1Y | +112.0% | -8.4% | +120.4% | +113.8% |
| 3Y | +102.3% | +56.7% | +45.6% | +67.5% |
| 5Y | +224.5% | +18.5% | +206.1% | +191.5% |
| 10Y | +86.9% | +229.6% | -142.6% | +13.0% |
| All | -70.9% | +750.4% | -821.3% | -88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling