+91.4%
USO vs LCID
-92.8%
+184.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -7.8% | +10.5% | +2.6% |
| 7D | +6.2% | -9.3% | +15.6% | +6.1% |
| 30D | +19.1% | -35.4% | +54.5% | +18.7% |
| 3M | +14.2% | -17.1% | +31.3% | +13.7% |
| 6M | +43.7% | -58.9% | +102.7% | +44.5% |
| YTD | +116.8% | -59.6% | +176.4% | +117.8% |
| 1Y | +104.3% | -78.0% | +182.3% | +107.6% |
| All | +91.4% | -92.8% | +184.2% | +99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling