+163.8%
USO vs LTH
+156.3%
+7.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.6% | +2.8% |
| 7D | +3.6% | +1.5% | +2.0% | +3.6% |
| 30D | +23.8% | -3.1% | +26.8% | +23.7% |
| 3M | +8.1% | +28.1% | -20.1% | +8.3% |
| 6M | +34.3% | +67.4% | -33.1% | +34.5% |
| YTD | +111.1% | +59.8% | +51.4% | +111.6% |
| 1Y | +99.9% | +45.6% | +54.3% | +100.8% |
| 3Y | +86.5% | +162.0% | -75.5% | +83.8% |
| All | +163.8% | +156.3% | +7.5% | +161.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling