+107.0%
USO vs LII
-29.9%
+136.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | -0.6% |
| 7D | -12.1% | -0.6% | -11.5% | -12.1% |
| 30D | +3.1% | -4.6% | +7.7% | +1.9% |
| 3M | +24.9% | -21.2% | +46.1% | +14.7% |
| 6M | +10.8% | -36.4% | +47.2% | -3.5% |
| YTD | +114.6% | -28.9% | +143.5% | +92.6% |
| All | +107.0% | -29.9% | +136.9% | +85.8% |
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