-72.4%
USO vs LNG
+635.9%
-708.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +6.2% | -6.7% | +13.0% | +7.4% |
| 30D | +19.1% | +3.9% | +15.2% | +18.3% |
| 3M | +14.2% | +15.5% | -1.3% | +11.8% |
| 6M | +43.7% | +10.5% | +33.2% | +41.7% |
| YTD | +116.8% | +43.0% | +73.9% | +105.7% |
| 1Y | +104.3% | +18.9% | +85.5% | +99.3% |
| 3Y | +91.5% | +74.7% | +16.9% | +75.5% |
| 5Y | +214.1% | +231.2% | -17.2% | +161.5% |
| 10Y | +77.0% | +544.5% | -467.5% | +34.1% |
| All | -72.4% | +635.9% | -708.4% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling