+2,077.5%
LLY vs USO
+87.0%
+1,990.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.1% |
| 7D | +6.6% | -1.9% | +8.5% | +6.7% |
| 30D | +19.4% | -5.2% | +24.6% | +19.6% |
| 3M | +19.6% | +16.4% | +3.1% | +18.9% |
| 6M | +42.6% | +2.5% | +40.1% | +42.2% |
| YTD | +35.0% | +110.5% | -75.5% | +29.3% |
| 1Y | +42.0% | +108.4% | -66.4% | +36.1% |
| 3Y | +140.5% | +99.6% | +40.9% | +129.8% |
| 5Y | +479.9% | +160.1% | +319.8% | +435.7% |
| All | +2,077.5% | +87.0% | +1,990.4% | +1,973.3% |
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