-99.5%
UVXY vs LCID
-99.3%
-0.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -9.2% | +12.9% | +0.1% |
| 7D | -22.1% | -10.2% | -11.9% | -24.1% |
| 30D | +8.2% | -10.2% | +18.4% | +9.1% |
| 3M | -12.3% | -54.1% | +41.8% | -30.2% |
| 6M | -51.0% | -53.8% | +2.8% | -58.9% |
| YTD | -49.9% | -72.0% | +22.1% | -63.4% |
| 1Y | -67.7% | -80.5% | +12.8% | -79.1% |
| 3Y | -94.1% | -92.6% | -1.5% | -96.4% |
| All | -99.5% | -99.3% | -0.2% | -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