-73.2%
USO vs LVS
+14.1%
-87.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +3.0% |
| 7D | +3.6% | +0.3% | +3.2% | +3.5% |
| 30D | +23.8% | -3.9% | +27.7% | +24.3% |
| 3M | +8.1% | -12.9% | +20.9% | +9.8% |
| 6M | +34.3% | -16.9% | +51.2% | +36.8% |
| YTD | +111.1% | -31.2% | +142.4% | +120.0% |
| 1Y | +99.9% | -16.4% | +116.3% | +102.1% |
| 3Y | +86.5% | -4.4% | +90.9% | +82.1% |
| 5Y | +200.5% | +6.7% | +193.9% | +180.5% |
| 10Y | +66.5% | +1.4% | +65.1% | +53.4% |
| All | -73.2% | +14.1% | -87.2% | -82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling