+186.1%
USO vs LTH
+150.3%
+35.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.6% | +6.3% | +5.6% |
| 7D | +11.5% | -3.7% | +15.2% | +11.4% |
| 30D | +24.1% | -5.3% | +29.4% | +24.0% |
| 3M | +17.9% | +24.2% | -6.3% | +18.2% |
| 6M | +49.6% | +54.8% | -5.2% | +50.0% |
| YTD | +129.0% | +56.1% | +72.9% | +129.4% |
| 1Y | +112.0% | +45.5% | +66.4% | +112.7% |
| 3Y | +102.3% | +155.9% | -53.6% | +99.3% |
| All | +186.1% | +150.3% | +35.8% | +183.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling