-100.0%
UVXY vs LPLA
+1,251.7%
-1,351.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.9% | -8.7% | -4.1% |
| 7D | +2.8% | -1.5% | +4.3% | +0.9% |
| 30D | -11.4% | -6.0% | -5.4% | -18.6% |
| 3M | -41.5% | +24.0% | -65.6% | -19.5% |
| 6M | -61.0% | +17.0% | -78.0% | -50.2% |
| YTD | -49.8% | -0.7% | -49.2% | -47.8% |
| 1Y | -66.4% | +2.1% | -68.6% | -62.7% |
| 3Y | -94.8% | +48.7% | -143.4% | -85.4% |
| 5Y | -99.7% | +151.2% | -250.9% | -96.9% |
| All | -100.0% | +1,251.7% | -1,351.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 10y: compounded portfolio wealth divided by compounded LPLA 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…
10y analysis · Full analysis span regression · 6 months rolling