+112.2%
USO vs LVS
-19.9%
+132.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.1% |
| 7D | +9.1% | -3.5% | +12.6% | +8.3% |
| 30D | +21.7% | -6.2% | +27.9% | +20.1% |
| 3M | +20.2% | -14.8% | +35.1% | +17.0% |
| 6M | +43.4% | -20.9% | +64.2% | +38.1% |
| YTD | +124.0% | -33.0% | +157.0% | +117.5% |
| 1Y | +112.2% | -20.0% | +132.2% | +99.8% |
| All | +112.2% | -19.9% | +132.1% | +99.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling