+1,029.9%
LMT vs UVXY
-100.0%
+1,129.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.6% |
| 6M | -18.3% | -61.0% | +42.8% | -22.0% |
| YTD | +10.3% | -49.8% | +60.2% | +7.5% |
| 1Y | +14.2% | -66.4% | +80.7% | +9.4% |
| 3Y | +35.0% | -94.8% | +129.7% | +23.5% |
| 5Y | +73.2% | -99.7% | +172.9% | +39.3% |
| 10Y | +186.8% | -100.0% | +286.8% | +87.2% |
| All | +1,029.9% | -100.0% | +1,129.9% | +392.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling