+1,580.3%
LLY vs USO
+73.9%
+1,506.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.1% |
| 7D | -3.1% | +6.2% | -9.3% | -3.3% |
| 30D | -8.6% | +19.1% | -27.7% | -9.2% |
| 3M | -1.6% | +14.2% | -15.9% | -2.2% |
| 6M | +11.8% | +43.7% | -31.9% | +9.6% |
| YTD | +5.1% | +116.8% | -111.7% | +0.6% |
| 1Y | +50.7% | +104.3% | -53.6% | +44.6% |
| 3Y | +95.7% | +91.5% | +4.2% | +87.4% |
| 5Y | +390.2% | +214.1% | +176.1% | +345.3% |
| 10Y | +1,580.3% | +77.0% | +1,503.3% | +1,497.2% |
| All | +1,580.3% | +73.9% | +1,506.4% | +1,497.2% |
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