+91.4%
USO vs LNT
+8.1%
+83.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +9.5% | -0.1% | +9.5% | +9.4% |
| 30D | +23.6% | -3.2% | +26.7% | +23.1% |
| 3M | +3.8% | -4.1% | +7.9% | +3.2% |
| 6M | +55.0% | -4.6% | +59.6% | +53.8% |
| YTD | +105.3% | +7.0% | +98.3% | +97.3% |
| 1Y | +91.4% | +8.3% | +83.1% | +88.2% |
| All | +91.4% | +8.1% | +83.3% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 1y: compounded portfolio wealth divided by compounded LNT 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…
1y analysis · Full analysis span regression · 6 months rolling