+195.5%
USO vs LSCC
+82.7%
+112.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.1% |
| 7D | +9.5% | +1.3% | +8.1% | +9.4% |
| 30D | +23.6% | -9.7% | +33.2% | +23.9% |
| 3M | +3.8% | -23.7% | +27.5% | +4.5% |
| 6M | +55.0% | +26.5% | +28.6% | +52.5% |
| YTD | +105.3% | +57.5% | +47.7% | +98.0% |
| 1Y | +91.4% | +75.7% | +15.7% | +82.6% |
| 3Y | +84.6% | +19.5% | +65.1% | +75.2% |
| All | +195.5% | +82.7% | +112.8% | +176.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling