+86.1%
USO vs LPLA
+1,226.8%
-1,140.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.3% | +5.8% |
| 7D | +11.5% | -3.7% | +15.1% | +12.4% |
| 30D | +24.1% | -6.4% | +30.5% | +25.9% |
| 3M | +17.9% | +20.2% | -2.3% | +12.0% |
| 6M | +49.6% | +12.8% | +36.8% | +43.4% |
| YTD | +129.0% | -2.5% | +131.5% | +126.6% |
| 1Y | +112.0% | +1.9% | +110.0% | +106.4% |
| 3Y | +102.3% | +45.0% | +57.3% | +73.6% |
| 5Y | +224.5% | +146.6% | +77.9% | +125.4% |
| All | +86.1% | +1,226.8% | -1,140.7% | -14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling