+213.1%
USO vs LNG
+228.1%
-15.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | +9.1% | -4.7% | +13.8% | +11.4% |
| 30D | +21.7% | +3.8% | +17.9% | +19.3% |
| 3M | +20.2% | +16.2% | +4.1% | +12.5% |
| 6M | +43.4% | +11.7% | +31.7% | +36.6% |
| YTD | +124.0% | +44.2% | +79.8% | +92.7% |
| 1Y | +112.2% | +18.6% | +93.6% | +97.4% |
| 3Y | +97.7% | +77.4% | +20.2% | +52.3% |
| All | +213.1% | +228.1% | -15.1% | +83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling