-94.1%
UVXY vs LBRT
-27.1%
-67.0%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +4.4% |
| 7D | -22.1% | +9.2% | -31.3% | -16.0% |
| 30D | +8.2% | -27.5% | +35.7% | -6.4% |
| 3M | -12.3% | -37.9% | +25.6% | -30.6% |
| 6M | -51.0% | -60.7% | +9.7% | -70.6% |
| YTD | -49.9% | -28.5% | -21.4% | -51.1% |
| 1Y | -67.7% | -13.2% | -54.5% | -62.3% |
| 3Y | -94.1% | -28.8% | -65.3% | -91.7% |
| All | -94.1% | -27.1% | -67.0% | -91.7% |
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 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