+361.5%
LLY vs USO
+198.8%
+162.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -2.1% |
| 7D | -3.1% | +3.6% | -6.7% | -3.0% |
| 30D | -5.1% | +23.8% | -28.9% | -4.5% |
| 3M | -2.1% | +8.1% | -10.1% | -1.8% |
| 6M | +13.8% | +34.3% | -20.4% | +14.7% |
| YTD | +5.1% | +111.1% | -106.1% | +5.6% |
| 1Y | +53.1% | +99.9% | -46.8% | +54.0% |
| 3Y | +95.6% | +86.5% | +9.1% | +96.3% |
| 5Y | +361.5% | +200.5% | +161.0% | +315.5% |
| All | +361.5% | +198.8% | +162.8% | +315.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling