+66.5%
USO vs LSCC
+1,791.9%
-1,725.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.8% |
| 7D | +3.6% | +5.2% | -1.6% | +3.2% |
| 30D | +23.8% | -9.6% | +33.4% | +24.7% |
| 3M | +8.1% | -17.8% | +25.8% | +9.2% |
| 6M | +34.3% | +37.4% | -3.2% | +28.3% |
| YTD | +111.1% | +59.7% | +51.5% | +97.5% |
| 1Y | +99.9% | +76.2% | +23.7% | +84.3% |
| 3Y | +86.5% | +28.2% | +58.3% | +72.3% |
| 5Y | +200.5% | +87.2% | +113.3% | +155.3% |
| 10Y | +66.5% | +1,795.0% | -1,728.5% | +4.8% |
| All | +66.5% | +1,791.9% | -1,725.4% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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