-60.0%
UVXY vs LNT
-3.7%
-56.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.2% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | -15.0% | -0.5% | -14.5% | -15.1% |
| 3M | -39.8% | -5.5% | -34.3% | -39.9% |
| 6M | -60.0% | -3.8% | -56.2% | -58.7% |
| All | -60.0% | -3.7% | -56.3% | -58.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling