+143.7%
LLY vs USO
+101.6%
+42.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.9% | +8.2% | +4.0% |
| 7D | +0.1% | -9.1% | +9.1% | -0.4% |
| 30D | +19.7% | -3.7% | +23.5% | +19.6% |
| 3M | +19.3% | +20.9% | -1.7% | +20.8% |
| 6M | +49.3% | +6.8% | +42.5% | +50.4% |
| YTD | +32.0% | +106.3% | -74.3% | +34.3% |
| 1Y | +53.7% | +100.2% | -46.5% | +56.5% |
| 3Y | +143.7% | +103.1% | +40.7% | +144.7% |
| All | +143.7% | +101.6% | +42.1% | +144.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling