+73.5%
USO vs LII
+170.7%
-97.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.2% | -6.1% | -4.0% |
| 7D | -9.1% | -1.2% | -7.9% | -9.0% |
| 30D | -3.7% | -2.0% | -1.8% | -3.7% |
| 3M | +20.9% | -20.2% | +41.2% | +22.1% |
| 6M | +6.8% | -32.5% | +39.3% | +8.3% |
| YTD | +106.3% | -27.4% | +133.6% | +106.3% |
| 1Y | +100.2% | -28.2% | +128.4% | +100.4% |
| 3Y | +103.1% | -7.2% | +110.3% | +91.1% |
| 5Y | +146.1% | +19.9% | +126.2% | +120.5% |
| 10Y | +73.5% | +168.6% | -95.2% | +56.1% |
| All | +73.5% | +170.7% | -97.3% | +56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling