+76.1%
USO vs LDOS
+254.8%
-178.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | -10.6% | +1.9% | -12.4% | -11.0% |
| 30D | -4.6% | +12.8% | -17.3% | -7.2% |
| 3M | +12.3% | -1.0% | +13.3% | +12.2% |
| 6M | +5.9% | +6.2% | -0.3% | +3.6% |
| YTD | +104.5% | -23.2% | +127.7% | +115.2% |
| 1Y | +97.3% | -29.5% | +126.8% | +112.1% |
| 3Y | +97.0% | +37.1% | +60.0% | +71.3% |
| 5Y | +151.2% | +55.6% | +95.5% | +107.0% |
| 10Y | +76.1% | +249.4% | -173.3% | +38.3% |
| All | +76.1% | +254.8% | -178.7% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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