+102.2%
USO vs LTH
+84.0%
+18.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.3% | -14.4% | -5.9% |
| 7D | -12.7% | +9.9% | -22.6% | -9.8% |
| 30D | +1.0% | +18.3% | -17.3% | +7.1% |
| 3M | +25.6% | +5.9% | +19.6% | +28.0% |
| 6M | -1.5% | +80.3% | -81.8% | +23.4% |
| YTD | +110.3% | +78.3% | +32.0% | +160.8% |
| 1Y | +102.2% | +81.0% | +21.1% | +151.3% |
| All | +102.2% | +84.0% | +18.1% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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