-100.0%
UVXY vs LBRT
+43.0%
-143.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +4.3% |
| 7D | +2.3% | +10.2% | -7.9% | +8.3% |
| 30D | -15.0% | +4.9% | -19.9% | -12.4% |
| 3M | -39.8% | -21.2% | -18.6% | -46.2% |
| 6M | -60.0% | -19.9% | -40.1% | -63.9% |
| YTD | -48.8% | +20.8% | -69.6% | -38.3% |
| 1Y | -67.3% | +123.5% | -190.8% | -37.9% |
| 3Y | -94.8% | +30.9% | -125.8% | -90.4% |
| 5Y | -99.7% | +136.3% | -236.0% | -98.8% |
| All | -100.0% | +43.0% | -143.0% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling