+417.5%
LIN vs USO
+84.4%
+333.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | +0.2% | -12.1% | +12.3% | +1.3% |
| 30D | +6.5% | +3.1% | +3.3% | +6.0% |
| 3M | +5.5% | +24.9% | -19.4% | +2.8% |
| 6M | +3.3% | +10.8% | -7.5% | +1.6% |
| YTD | +22.0% | +114.6% | -92.6% | +10.3% |
| 1Y | +25.7% | +109.4% | -83.6% | +13.9% |
| 3Y | +36.2% | +98.1% | -61.9% | +22.7% |
| 5Y | +66.1% | +162.4% | -96.4% | +40.0% |
| All | +417.5% | +84.4% | +333.1% | +365.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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