+155.5%
USO vs LTH
+186.8%
-31.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -2.7% | +0.3% | -3.0% | -2.7% |
| 30D | -6.3% | +17.7% | -24.0% | -6.0% |
| 3M | +10.9% | +8.5% | +2.4% | +11.0% |
| 6M | +2.0% | +46.9% | -44.9% | +2.5% |
| YTD | +104.6% | +78.8% | +25.8% | +105.5% |
| 1Y | +94.5% | +84.9% | +9.6% | +95.2% |
| 3Y | +97.1% | +246.4% | -149.3% | +93.4% |
| 5Y | +151.6% | +129.6% | +22.1% | +148.4% |
| All | +155.5% | +186.8% | -31.2% | +154.0% |
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