+102.2%
USO vs LPLA
-16.5%
+118.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.6% | -12.7% | -7.4% |
| 7D | -12.7% | +15.7% | -28.4% | -11.0% |
| 30D | +1.0% | -6.2% | +7.2% | +1.0% |
| 3M | +25.6% | -12.0% | +37.6% | +24.9% |
| 6M | -1.5% | -2.7% | +1.2% | -1.1% |
| YTD | +110.3% | -12.5% | +122.8% | +111.1% |
| 1Y | +102.2% | -16.5% | +118.7% | +104.8% |
| All | +102.2% | -16.5% | +118.6% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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