-72.7%
USO vs LII
+1,396.6%
-1,469.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.5% |
| 7D | -12.1% | -0.6% | -11.5% | -12.1% |
| 30D | +3.1% | -4.6% | +7.7% | +3.6% |
| 3M | +24.9% | -21.2% | +46.1% | +29.5% |
| 6M | +10.8% | -36.4% | +47.2% | +17.8% |
| YTD | +114.6% | -28.9% | +143.5% | +120.3% |
| 1Y | +109.4% | -29.5% | +138.9% | +115.2% |
| 3Y | +98.1% | -8.6% | +106.7% | +86.2% |
| 5Y | +162.4% | +20.2% | +142.2% | +124.4% |
| 10Y | +85.9% | +166.2% | -80.3% | +24.3% |
| All | -72.7% | +1,396.6% | -1,469.3% | -89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling