-100.0%
UVXY vs LPLA
+1,725.4%
-1,825.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.3% |
| 7D | +2.3% | -1.5% | +3.8% | +0.1% |
| 30D | -15.0% | -6.0% | -9.1% | -22.2% |
| 3M | -39.8% | +21.4% | -61.2% | -19.3% |
| 6M | -60.0% | +12.1% | -72.1% | -51.8% |
| YTD | -48.8% | -1.8% | -47.0% | -47.8% |
| 1Y | -67.3% | +3.2% | -70.5% | -63.0% |
| 3Y | -94.8% | +45.9% | -140.8% | -85.8% |
| 5Y | -99.7% | +144.7% | -244.3% | -96.7% |
| 10Y | -100.0% | +1,222.4% | -1,322.4% | -99.8% |
| All | -100.0% | +1,725.4% | -1,825.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling