-100.0%
UVXY vs LBRT
+33.5%
-133.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +1.6% |
| 7D | -5.0% | +8.7% | -13.7% | -0.1% |
| 30D | -20.5% | +6.6% | -27.1% | -17.1% |
| 3M | -36.6% | -34.5% | -2.1% | -48.9% |
| 6M | -56.9% | -24.5% | -32.4% | -62.0% |
| YTD | -51.2% | +12.7% | -63.9% | -43.5% |
| 1Y | -69.8% | +94.8% | -164.6% | -47.2% |
| 3Y | -95.1% | +31.9% | -126.9% | -90.8% |
| 5Y | -99.7% | +111.8% | -211.5% | -98.9% |
| All | -100.0% | +33.5% | -133.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling