+224.5%
USO vs LVS
+3.5%
+221.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.7% | +7.3% | +5.7% |
| 7D | +11.5% | -4.3% | +15.8% | +11.7% |
| 30D | +24.1% | -6.8% | +30.9% | +24.5% |
| 3M | +17.9% | -15.6% | +33.6% | +19.1% |
| 6M | +49.6% | -20.6% | +70.2% | +51.3% |
| YTD | +129.0% | -33.4% | +162.4% | +135.1% |
| 1Y | +112.0% | -20.1% | +132.1% | +113.0% |
| 3Y | +102.3% | -7.4% | +109.7% | +96.4% |
| 5Y | +224.5% | +8.5% | +216.0% | +198.5% |
| All | +224.5% | +3.5% | +221.0% | +198.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling