+82.0%
USO vs LMT
+188.6%
-106.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.9% |
| 7D | +9.1% | -0.2% | +9.3% | +9.2% |
| 30D | +21.7% | -13.1% | +34.7% | +26.2% |
| 3M | +20.2% | -3.9% | +24.1% | +21.0% |
| 6M | +43.4% | -18.3% | +61.6% | +50.7% |
| YTD | +124.0% | +10.3% | +113.6% | +115.7% |
| 1Y | +112.2% | +14.2% | +98.0% | +102.1% |
| 3Y | +97.7% | +35.0% | +62.7% | +74.6% |
| 5Y | +217.4% | +73.2% | +144.2% | +154.1% |
| All | +82.0% | +188.6% | -106.6% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 10y: compounded portfolio wealth divided by compounded LMT 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…
10y analysis · Full analysis span regression · 6 months rolling