+9,026.1%
LRCX vs UVXY
-100.0%
+9,126.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.2% | -10.8% | -4.7% |
| 7D | +1.8% | +11.0% | -9.2% | +3.8% |
| 30D | -4.3% | -8.8% | +4.5% | -5.7% |
| 3M | -7.3% | -41.9% | +34.6% | -14.3% |
| 6M | +38.6% | -61.2% | +99.7% | +22.7% |
| YTD | +74.4% | -46.2% | +120.6% | +67.7% |
| 1Y | +179.1% | -65.2% | +244.3% | +155.5% |
| 3Y | +357.7% | -94.6% | +452.2% | +297.6% |
| 5Y | +424.9% | -99.7% | +524.5% | +252.9% |
| 10Y | +3,642.4% | -100.0% | +3,742.4% | +1,703.1% |
| All | +9,026.1% | -100.0% | +9,126.1% | +1,731.4% |
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 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