+160.0%
USO vs LSCC
+26.3%
+133.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.1% | -7.0% | +0.1% |
| 7D | -12.1% | +13.0% | -25.1% | -12.3% |
| 30D | +3.1% | -19.8% | +23.0% | +3.5% |
| 3M | +24.9% | -18.4% | +43.3% | +25.2% |
| 6M | +10.8% | -16.1% | +26.9% | +10.9% |
| YTD | +114.6% | +42.7% | +71.9% | +107.0% |
| 1Y | +109.4% | +68.0% | +41.4% | +99.3% |
| 3Y | +98.1% | +85.8% | +12.3% | +82.5% |
| All | +160.0% | +26.3% | +133.6% | +171.4% |
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