+54.9%
USO vs LYFT
-82.5%
+137.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.3% |
| 7D | +9.1% | -8.4% | +17.5% | +9.5% |
| 30D | +21.7% | -7.6% | +29.3% | +22.0% |
| 3M | +20.2% | +11.7% | +8.5% | +19.2% |
| 6M | +43.4% | +15.1% | +28.3% | +41.6% |
| YTD | +124.0% | -20.9% | +144.9% | +125.7% |
| 1Y | +112.2% | -16.4% | +128.6% | +112.4% |
| 3Y | +97.7% | +35.2% | +62.4% | +86.2% |
| 5Y | +217.4% | -69.4% | +286.8% | +234.4% |
| All | +54.9% | -82.5% | +137.4% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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