+42.2%
LLY vs USO
+106.5%
-64.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.2% |
| 7D | +6.7% | -1.9% | +8.6% | +6.5% |
| 30D | +19.6% | -5.2% | +24.8% | +19.0% |
| 3M | +19.7% | +16.4% | +3.3% | +22.8% |
| 6M | +42.7% | +2.5% | +40.2% | +43.4% |
| YTD | +35.1% | +110.5% | -75.4% | +62.0% |
| 1Y | +42.2% | +108.4% | -66.2% | +69.7% |
| All | +42.2% | +106.5% | -64.3% | +69.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling