-73.2%
USO vs LNT
+785.3%
-858.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +1.9% | +2.6% |
| 7D | +3.6% | +1.0% | +2.6% | +3.3% |
| 30D | +23.8% | -1.1% | +24.9% | +24.0% |
| 3M | +8.1% | -3.6% | +11.6% | +8.8% |
| 6M | +34.3% | -2.7% | +36.9% | +34.6% |
| YTD | +111.1% | +8.0% | +103.1% | +106.1% |
| 1Y | +99.9% | +10.5% | +89.5% | +93.9% |
| 3Y | +86.5% | +49.6% | +36.9% | +64.6% |
| 5Y | +200.5% | +32.2% | +168.3% | +171.0% |
| 10Y | +66.5% | +141.8% | -75.2% | +19.1% |
| All | -73.2% | +785.3% | -858.5% | -89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling