-94.8%
UVXY vs LPLA
+46.5%
-141.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.9% | -8.7% | -4.6% |
| 7D | +2.8% | -1.5% | +4.3% | +1.2% |
| 30D | -11.4% | -6.0% | -5.4% | -17.2% |
| 3M | -41.5% | +24.0% | -65.6% | -23.7% |
| 6M | -61.0% | +17.0% | -78.0% | -52.0% |
| YTD | -49.8% | -0.7% | -49.2% | -48.2% |
| 1Y | -66.4% | +2.1% | -68.6% | -63.2% |
| 3Y | -94.8% | +48.7% | -143.4% | -88.0% |
| All | -94.8% | +46.5% | -141.3% | -88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling