-99.7%
UVXY vs LCID
-97.9%
-1.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.1% | +7.3% | +4.4% |
| 7D | +11.0% | -9.1% | +20.2% | +7.5% |
| 30D | -8.8% | -37.6% | +28.8% | -22.2% |
| 3M | -41.9% | -11.1% | -30.8% | -41.2% |
| 6M | -61.2% | -59.2% | -2.0% | -69.8% |
| YTD | -46.2% | -60.5% | +14.3% | -56.9% |
| 1Y | -65.2% | -78.5% | +13.3% | -77.0% |
| 3Y | -94.6% | -92.8% | -1.7% | -96.7% |
| 5Y | -99.7% | -97.9% | -1.8% | -99.9% |
| All | -99.7% | -97.9% | -1.7% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling