-65.2%
UVXY vs LBRT
+110.8%
-176.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.9% | +11.1% | +3.2% |
| 7D | +11.0% | +2.3% | +8.7% | +12.0% |
| 30D | -8.8% | -2.9% | -5.9% | -9.4% |
| 3M | -41.9% | -26.1% | -15.8% | -46.7% |
| 6M | -61.2% | -26.2% | -35.0% | -64.0% |
| YTD | -46.2% | +13.7% | -59.9% | -36.0% |
| 1Y | -65.2% | +93.6% | -158.8% | -46.7% |
| All | -65.2% | +110.8% | -176.0% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 2025-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LBRT 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling