+102.1%
USO vs LNG
+74.3%
+27.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +5.3% |
| 7D | +11.5% | -4.5% | +15.9% | +13.8% |
| 30D | +24.1% | +4.7% | +19.4% | +21.0% |
| 3M | +17.9% | +15.1% | +2.8% | +10.4% |
| 6M | +49.6% | +13.6% | +36.1% | +41.6% |
| YTD | +129.0% | +44.0% | +85.1% | +99.7% |
| 1Y | +112.0% | +18.4% | +93.6% | +97.5% |
| All | +102.1% | +74.3% | +27.8% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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