-73.9%
USO vs LSCC
+1,560.5%
-1,634.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.3% |
| 7D | +9.5% | +1.3% | +8.1% | +9.2% |
| 30D | +23.6% | -9.7% | +33.2% | +25.0% |
| 3M | +3.8% | -23.7% | +27.5% | +6.5% |
| 6M | +55.0% | +26.5% | +28.6% | +46.7% |
| YTD | +105.3% | +57.5% | +47.7% | +87.3% |
| 1Y | +91.4% | +75.7% | +15.7% | +71.1% |
| 3Y | +84.6% | +19.5% | +65.1% | +67.2% |
| 5Y | +191.7% | +83.8% | +108.0% | +136.5% |
| 10Y | +73.3% | +1,772.4% | -1,699.1% | -10.4% |
| All | -73.9% | +1,560.5% | -1,634.4% | -90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling