-56.9%
UVXY vs LBRT
-25.4%
-31.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.9% |
| 7D | -5.0% | +8.7% | -13.7% | -3.6% |
| 30D | -20.5% | +6.6% | -27.1% | -19.4% |
| 3M | -36.6% | -34.5% | -2.1% | -38.0% |
| 6M | -56.9% | -24.5% | -32.4% | -58.3% |
| All | -56.9% | -25.4% | -31.5% | -58.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling