+185.8%
LMT vs UVXY
-100.0%
+285.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.8% | +5.7% | -1.5% |
| 7D | -0.2% | +2.8% | -3.0% | 0.0% |
| 30D | -13.1% | -11.4% | -1.7% | -13.6% |
| 3M | -3.9% | -41.5% | +37.6% | -6.5% |
| 6M | -18.3% | -61.0% | +42.8% | -21.8% |
| YTD | +10.3% | -49.8% | +60.2% | +7.7% |
| 1Y | +14.2% | -66.4% | +80.7% | +9.6% |
| 3Y | +35.0% | -94.8% | +129.7% | +23.7% |
| 5Y | +73.2% | -99.7% | +172.9% | +37.9% |
| All | +185.8% | -100.0% | +285.8% | +90.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling