-71.5%
USO vs LYV
+787.1%
-858.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +9.1% | -1.9% | +11.0% | +9.4% |
| 30D | +21.7% | -8.2% | +29.9% | +23.3% |
| 3M | +20.2% | -1.3% | +21.5% | +20.2% |
| 6M | +43.4% | +2.6% | +40.8% | +41.6% |
| YTD | +124.0% | +19.4% | +104.6% | +115.0% |
| 1Y | +112.2% | -2.2% | +114.4% | +110.2% |
| 3Y | +97.7% | +106.0% | -8.4% | +69.8% |
| 5Y | +217.4% | +97.7% | +119.8% | +166.5% |
| 10Y | +82.8% | +560.5% | -477.7% | +18.1% |
| All | -71.5% | +787.1% | -858.7% | -86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling