-73.9%
USO vs LII
+1,602.7%
-1,676.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.3% |
| 7D | +9.5% | -0.7% | +10.2% | +9.5% |
| 30D | +23.6% | -12.6% | +36.2% | +26.4% |
| 3M | +3.8% | -24.4% | +28.3% | +7.6% |
| 6M | +55.0% | -28.7% | +83.7% | +61.0% |
| YTD | +105.3% | -19.1% | +124.4% | +106.9% |
| 1Y | +91.4% | -29.7% | +121.1% | +98.0% |
| 3Y | +84.6% | +4.8% | +79.8% | +69.4% |
| 5Y | +191.7% | +24.6% | +167.2% | +151.1% |
| 10Y | +73.3% | +169.2% | -95.9% | +17.5% |
| All | -73.9% | +1,602.7% | -1,676.6% | -89.7% |
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