+112.0%
USO vs LTH
+45.0%
+67.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.6% | +6.3% | +5.4% |
| 7D | +11.5% | -3.7% | +15.2% | +10.1% |
| 30D | +24.1% | -5.3% | +29.4% | +22.1% |
| 3M | +17.9% | +24.2% | -6.3% | +26.9% |
| 6M | +49.6% | +54.8% | -5.2% | +73.6% |
| YTD | +129.0% | +56.1% | +72.9% | +165.6% |
| 1Y | +112.0% | +45.5% | +66.4% | +140.3% |
| All | +112.0% | +45.0% | +67.0% | +140.3% |
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