+109.3%
USO vs LII
-28.0%
+137.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.0% | +3.0% |
| 7D | -1.4% | -0.2% | -1.2% | -1.5% |
| 30D | -4.6% | -0.6% | -4.0% | -4.1% |
| 3M | +14.7% | -17.0% | +31.7% | +7.4% |
| 6M | +1.2% | -31.1% | +32.4% | -9.4% |
| YTD | +111.2% | -27.7% | +138.9% | +91.7% |
| 1Y | +109.3% | -26.2% | +135.5% | +90.4% |
| All | +109.3% | -28.0% | +137.3% | +90.4% |
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