+97.7%
USO vs LYV
+109.4%
-11.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +9.1% | -1.9% | +11.0% | +9.0% |
| 30D | +21.7% | -8.2% | +29.9% | +21.4% |
| 3M | +20.2% | -1.3% | +21.5% | +20.1% |
| 6M | +43.4% | +2.6% | +40.8% | +43.7% |
| YTD | +124.0% | +19.4% | +104.6% | +121.2% |
| 1Y | +112.2% | -2.2% | +114.4% | +113.4% |
| 3Y | +97.7% | +106.0% | -8.4% | +104.4% |
| All | +97.7% | +109.4% | -11.7% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 3y: compounded portfolio wealth divided by compounded LYV 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…
3y analysis · Full analysis span regression · 6 months rolling