+91.4%
USO vs LII
-28.2%
+119.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | +0.3% |
| 7D | +9.5% | -0.7% | +10.2% | +9.2% |
| 30D | +23.6% | -12.6% | +36.2% | +17.9% |
| 3M | +3.8% | -24.4% | +28.3% | -4.0% |
| 6M | +55.0% | -28.7% | +83.7% | +47.0% |
| YTD | +105.3% | -19.1% | +124.4% | +95.5% |
| 1Y | +91.4% | -29.7% | +121.1% | +77.0% |
| All | +91.4% | -28.2% | +119.5% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling