-8.6%
LHX vs UVXY
-57.3%
+48.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +45.4% | -46.0% | 0.0% |
| 7D | -7.3% | +41.0% | -48.3% | -6.5% |
| 30D | +8.5% | +46.9% | -38.4% | +9.6% |
| 3M | -9.4% | +7.0% | -16.4% | -9.6% |
| 6M | -14.0% | -37.0% | +23.0% | -16.9% |
| YTD | -11.0% | -34.3% | +23.3% | -12.5% |
| 1Y | -8.6% | -54.8% | +46.2% | -13.4% |
| All | -8.6% | -57.3% | +48.7% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 1y: compounded portfolio wealth divided by compounded UVXY 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…
1y analysis · Full analysis span regression · 6 months rolling