+402.6%
USO vs LCID
-96.8%
+499.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -11.3% | +14.6% | +3.3% |
| 7D | -1.4% | +9.2% | -10.7% | -1.5% |
| 30D | -4.6% | -3.0% | -1.6% | -4.6% |
| 3M | +14.7% | -50.2% | +65.0% | +15.2% |
| 6M | +1.2% | -45.8% | +47.1% | +1.3% |
| YTD | +111.2% | -69.2% | +180.4% | +113.0% |
| 1Y | +109.3% | -80.4% | +189.7% | +112.8% |
| 3Y | +103.5% | -91.4% | +194.9% | +108.3% |
| 5Y | +160.9% | -99.3% | +260.2% | +174.3% |
| All | +402.6% | -96.8% | +499.5% | +440.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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