+35.0%
LMT vs UVXY
-94.8%
+129.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.8% | +5.7% | -1.1% |
| 7D | -0.2% | +2.8% | -3.0% | -0.2% |
| 30D | -13.1% | -11.4% | -1.7% | -13.1% |
| 3M | -3.9% | -41.5% | +37.6% | -4.1% |
| 6M | -18.3% | -61.0% | +42.8% | -18.6% |
| YTD | +10.3% | -49.8% | +60.2% | +10.1% |
| 1Y | +14.2% | -66.4% | +80.7% | +13.8% |
| 3Y | +35.0% | -94.8% | +129.7% | +33.8% |
| All | +35.0% | -94.8% | +129.8% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling