-94.7%
UVXY vs LCID
-92.8%
-1.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -7.8% | +10.3% | -0.2% |
| 7D | +2.3% | -9.3% | +11.6% | -1.0% |
| 30D | -15.0% | -35.4% | +20.4% | -26.5% |
| 3M | -39.8% | -17.1% | -22.7% | -40.2% |
| 6M | -60.0% | -58.9% | -1.1% | -69.2% |
| YTD | -48.8% | -59.6% | +10.8% | -59.1% |
| 1Y | -67.3% | -78.0% | +10.7% | -78.5% |
| All | -94.7% | -92.8% | -1.9% | -97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling