+82.0%
USO vs LVS
0.0%
+82.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | +9.1% | -3.5% | +12.6% | +9.7% |
| 30D | +21.7% | -6.2% | +27.9% | +22.9% |
| 3M | +20.2% | -14.8% | +35.1% | +23.3% |
| 6M | +43.4% | -20.9% | +64.2% | +48.1% |
| YTD | +124.0% | -33.0% | +157.0% | +137.8% |
| 1Y | +112.2% | -20.0% | +132.2% | +116.3% |
| 3Y | +97.7% | -6.9% | +104.6% | +90.0% |
| 5Y | +217.4% | +9.1% | +208.3% | +178.4% |
| All | +82.0% | 0.0% | +82.0% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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