-70.5%
UVXY vs LTH
+84.0%
-154.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +6.3% | -20.4% | -10.2% |
| 7D | -6.3% | +9.9% | -16.1% | 0.0% |
| 30D | -2.7% | +18.3% | -21.0% | +8.4% |
| 3M | -29.9% | +5.9% | -35.9% | -27.2% |
| 6M | -56.5% | +80.3% | -136.8% | -29.6% |
| YTD | -54.8% | +78.3% | -133.1% | -23.2% |
| 1Y | -70.5% | +81.0% | -151.5% | -48.7% |
| All | -70.5% | +84.0% | -154.6% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling