+200.5%
USO vs LCID
-97.7%
+298.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +3.9% | +2.9% |
| 7D | +3.6% | +1.8% | +1.8% | +3.6% |
| 30D | +23.8% | -34.2% | +58.0% | +24.0% |
| 3M | +8.1% | -9.1% | +17.2% | +7.7% |
| 6M | +34.3% | -52.6% | +86.9% | +35.1% |
| YTD | +111.1% | -56.2% | +167.3% | +112.7% |
| 1Y | +99.9% | -74.9% | +174.8% | +103.5% |
| 3Y | +86.5% | -92.1% | +178.6% | +92.6% |
| 5Y | +200.5% | -97.6% | +298.1% | +230.0% |
| All | +200.5% | -97.7% | +298.2% | +230.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling