-100.0%
UVXY vs LCID
-95.4%
-4.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +1.2% |
| 7D | -5.0% | -6.6% | +1.6% | -6.7% |
| 30D | -20.5% | -30.1% | +9.6% | -28.1% |
| 3M | -36.6% | -17.6% | -19.0% | -37.1% |
| 6M | -56.9% | -54.4% | -2.5% | -63.4% |
| YTD | -51.2% | -55.7% | +4.5% | -57.7% |
| 1Y | -69.8% | -71.0% | +1.3% | -76.2% |
| 3Y | -95.1% | -92.6% | -2.4% | -96.6% |
| 5Y | -99.7% | -97.6% | -2.1% | -99.8% |
| All | -100.0% | -95.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling