-67.1%
USO vs LDOS
+494.7%
-561.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +9.5% | -5.4% | +14.9% | +10.9% |
| 30D | +23.6% | +4.9% | +18.7% | +22.1% |
| 3M | +3.8% | +7.2% | -3.4% | +1.4% |
| 6M | +55.0% | -24.2% | +79.3% | +64.8% |
| YTD | +105.3% | -25.8% | +131.1% | +118.2% |
| 1Y | +91.4% | -24.7% | +116.1% | +102.4% |
| 3Y | +84.6% | +39.3% | +45.3% | +61.6% |
| 5Y | +191.7% | +43.3% | +148.4% | +150.5% |
| 10Y | +73.3% | +278.6% | -205.3% | +13.6% |
| All | -67.1% | +494.7% | -561.9% | -82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling