-99.7%
UVXY vs LBRT
+116.2%
-215.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.9% | -1.7% | +4.8% |
| 7D | -4.7% | +6.9% | -11.7% | -0.6% |
| 30D | -17.1% | +7.8% | -24.9% | -12.7% |
| 3M | -39.9% | -25.3% | -14.7% | -48.8% |
| 6M | -66.9% | -19.6% | -47.3% | -70.1% |
| YTD | -50.1% | +17.2% | -67.3% | -39.4% |
| 1Y | -68.3% | +114.1% | -182.4% | -35.5% |
| 3Y | -95.0% | +27.0% | -122.0% | -90.0% |
| 5Y | -99.7% | +128.3% | -228.0% | -98.4% |
| All | -99.7% | +116.2% | -215.9% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling