+3,739.1%
LLY vs USO
-74.0%
+3,813.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.1% | +9.5% | -11.6% | -2.9% |
| 30D | -1.6% | +23.6% | -25.2% | -3.4% |
| 3M | +2.3% | +3.8% | -1.5% | +1.7% |
| 6M | +14.9% | +55.0% | -40.2% | +9.1% |
| YTD | +7.5% | +105.3% | -97.8% | -0.9% |
| 1Y | +55.7% | +91.4% | -35.7% | +44.5% |
| 3Y | +110.6% | +84.6% | +26.0% | +94.2% |
| 5Y | +363.4% | +191.7% | +171.7% | +298.1% |
| 10Y | +1,649.0% | +73.3% | +1,575.7% | +1,427.0% |
| All | +3,739.1% | -74.0% | +3,813.1% | +3,808.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling