+102.1%
USO vs LNT
+46.9%
+55.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.9% | +6.5% | +5.5% |
| 7D | +11.5% | -1.1% | +12.6% | +11.3% |
| 30D | +24.1% | -1.9% | +26.1% | +23.8% |
| 3M | +17.9% | -7.2% | +25.1% | +16.9% |
| 6M | +49.6% | -3.9% | +53.5% | +48.9% |
| YTD | +129.0% | +5.9% | +123.1% | +129.8% |
| 1Y | +112.0% | +8.4% | +103.6% | +113.6% |
| All | +102.1% | +46.9% | +55.2% | +117.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling