+224.5%
USO vs LMT
+73.4%
+151.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.5% | +5.4% |
| 7D | +11.5% | -0.5% | +12.0% | +11.6% |
| 30D | +24.1% | -10.8% | +34.9% | +26.7% |
| 3M | +17.9% | +1.6% | +16.3% | +17.1% |
| 6M | +49.6% | -17.6% | +67.2% | +55.0% |
| YTD | +129.0% | +11.6% | +117.4% | +122.8% |
| 1Y | +112.0% | +17.2% | +94.8% | +104.0% |
| 3Y | +102.3% | +35.7% | +66.5% | +82.4% |
| 5Y | +224.5% | +75.2% | +149.3% | +164.1% |
| All | +224.5% | +73.4% | +151.1% | +164.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling