+163.0%
USO vs LTH
+180.7%
-17.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.3% |
| 7D | -1.9% | -1.3% | -0.6% | -1.9% |
| 30D | -5.2% | +15.7% | -20.9% | -4.9% |
| 3M | +16.4% | +5.0% | +11.4% | +16.5% |
| 6M | +2.5% | +37.7% | -35.2% | +2.9% |
| YTD | +110.5% | +75.0% | +35.5% | +111.3% |
| 1Y | +108.4% | +82.6% | +25.8% | +109.0% |
| 3Y | +99.6% | +241.3% | -141.7% | +95.8% |
| 5Y | +160.1% | +135.4% | +24.6% | +156.7% |
| All | +163.0% | +180.7% | -17.8% | +161.3% |
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 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