-94.8%
UVXY vs LNT
+46.9%
-141.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | 0.0% | -6.8% | -6.8% |
| 7D | +2.8% | -1.0% | +3.8% | +2.0% |
| 30D | -11.4% | -4.2% | -7.1% | -14.2% |
| 3M | -41.5% | -6.7% | -34.8% | -44.3% |
| 6M | -61.0% | -3.6% | -57.5% | -61.7% |
| YTD | -49.8% | +5.9% | -55.7% | -46.5% |
| 1Y | -66.4% | +7.3% | -73.7% | -63.6% |
| 3Y | -94.8% | +46.5% | -141.2% | -92.0% |
| All | -94.8% | +46.9% | -141.7% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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