+224.5%
USO vs LNT
+30.4%
+194.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.9% | +6.5% | +5.6% |
| 7D | +11.5% | -1.1% | +12.6% | +11.4% |
| 30D | +24.1% | -1.9% | +26.1% | +24.1% |
| 3M | +17.9% | -7.2% | +25.1% | +17.8% |
| 6M | +49.6% | -3.9% | +53.5% | +49.4% |
| YTD | +129.0% | +5.9% | +123.1% | +128.3% |
| 1Y | +112.0% | +8.4% | +103.6% | +111.4% |
| 3Y | +102.3% | +46.6% | +55.7% | +100.2% |
| 5Y | +224.5% | +32.4% | +192.1% | +219.5% |
| All | +224.5% | +30.4% | +194.1% | +219.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling