-100.0%
UVXY vs LCID
-95.5%
-4.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.0% |
| 7D | -4.7% | +1.8% | -6.5% | -4.2% |
| 30D | -17.1% | -34.2% | +17.2% | -26.3% |
| 3M | -39.9% | -9.1% | -30.8% | -38.9% |
| 6M | -66.9% | -52.6% | -14.2% | -71.5% |
| YTD | -50.1% | -56.2% | +6.1% | -56.9% |
| 1Y | -68.3% | -74.9% | +6.6% | -76.1% |
| 3Y | -95.0% | -92.1% | -2.9% | -96.5% |
| 5Y | -99.7% | -97.6% | -2.1% | -99.8% |
| All | -100.0% | -95.5% | -4.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded LCID 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling