+1,402.3%
LITE vs USO
+84.4%
+1,317.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.5% | +5.7% |
| 7D | -35.9% | -12.1% | -23.8% | -34.7% |
| 30D | -51.5% | +3.1% | -54.7% | -51.7% |
| 3M | -35.7% | +24.9% | -60.6% | -37.9% |
| 6M | -43.0% | +10.8% | -53.8% | -44.1% |
| YTD | +46.1% | +114.6% | -68.5% | +24.7% |
| 1Y | +124.7% | +109.4% | +15.3% | +92.8% |
| 3Y | +1,172.1% | +98.1% | +1,073.9% | +992.8% |
| 5Y | +477.0% | +162.4% | +314.6% | +355.7% |
| All | +1,402.3% | +84.4% | +1,317.9% | +1,314.2% |
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