+66.5%
USO vs LII
+167.7%
-101.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.2% | +2.9% |
| 7D | +3.6% | +2.1% | +1.5% | +3.4% |
| 30D | +23.8% | -12.4% | +36.2% | +24.6% |
| 3M | +8.1% | -24.8% | +32.9% | +9.2% |
| 6M | +34.3% | -25.2% | +59.4% | +35.4% |
| YTD | +111.1% | -20.3% | +131.4% | +110.5% |
| 1Y | +99.9% | -32.9% | +132.9% | +103.7% |
| 3Y | +86.5% | +2.0% | +84.5% | +74.2% |
| 5Y | +200.5% | +24.4% | +176.1% | +171.6% |
| 10Y | +66.5% | +167.2% | -100.7% | +40.5% |
| All | +66.5% | +167.7% | -101.2% | +40.5% |
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