-50.0%
USO vs LPLA
+1,311.2%
-1,361.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +9.5% | -3.1% | +12.5% | +10.2% |
| 30D | +23.6% | -0.1% | +23.7% | +23.5% |
| 3M | +3.8% | +23.2% | -19.4% | -1.7% |
| 6M | +55.0% | +15.5% | +39.5% | +48.1% |
| YTD | +105.3% | +0.9% | +104.4% | +101.6% |
| 1Y | +91.4% | +0.2% | +91.2% | +87.5% |
| 3Y | +84.6% | +55.2% | +29.3% | +57.6% |
| 5Y | +191.7% | +145.4% | +46.3% | +111.9% |
| 10Y | +73.3% | +1,229.7% | -1,156.4% | -20.5% |
| All | -50.0% | +1,311.2% | -1,361.3% | -79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling