+98.1%
USO vs LDOS
+32.3%
+65.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.2% |
| 7D | -12.1% | -7.2% | -4.9% | -11.8% |
| 30D | +3.1% | +16.8% | -13.7% | +2.3% |
| 3M | +24.9% | -1.6% | +26.4% | +24.7% |
| 6M | +10.8% | -1.0% | +11.8% | +11.4% |
| YTD | +114.6% | -25.8% | +140.4% | +120.2% |
| 1Y | +109.4% | -31.1% | +140.5% | +115.7% |
| 3Y | +98.1% | +32.8% | +65.3% | +88.0% |
| All | +98.1% | +32.3% | +65.9% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling