-99.5%
UVXY vs LBRT
+25.3%
-124.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.5% |
| 7D | -26.5% | +13.8% | -40.3% | -18.6% |
| 30D | +8.8% | -32.4% | +41.2% | -10.0% |
| 3M | -14.7% | -39.9% | +25.2% | -34.1% |
| 6M | -51.5% | -60.8% | +9.4% | -70.7% |
| YTD | -51.7% | -29.3% | -22.4% | -54.5% |
| 1Y | -65.7% | -18.9% | -46.8% | -63.4% |
| 3Y | -94.4% | -28.0% | -66.4% | -91.8% |
| 5Y | -99.5% | +26.6% | -126.1% | -98.6% |
| All | -99.5% | +25.3% | -124.9% | -98.6% |
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