+99.6%
USO vs LPLA
+29.4%
+70.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.9% | -0.9% | -1.0% | -1.9% |
| 30D | -5.2% | -9.5% | +4.3% | -4.7% |
| 3M | +16.4% | -21.9% | +38.3% | +18.5% |
| 6M | +2.5% | -2.6% | +5.1% | +1.8% |
| YTD | +110.5% | -17.8% | +128.3% | +112.9% |
| 1Y | +108.4% | -21.2% | +129.6% | +112.2% |
| 3Y | +99.6% | +30.6% | +69.0% | +90.9% |
| All | +99.6% | +29.4% | +70.3% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling