-94.7%
UVXY vs LBRT
+29.0%
-123.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +4.5% |
| 7D | +2.3% | +10.2% | -7.9% | +8.7% |
| 30D | -15.0% | +4.9% | -19.9% | -12.2% |
| 3M | -39.8% | -21.2% | -18.6% | -47.2% |
| 6M | -60.0% | -19.9% | -40.1% | -64.4% |
| YTD | -48.8% | +20.8% | -69.6% | -35.1% |
| 1Y | -67.3% | +123.5% | -190.8% | -25.5% |
| All | -94.7% | +29.0% | -123.6% | -89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling