-99.7%
UVXY vs LTH
+150.5%
-250.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | 0.0% | -6.8% | -6.7% |
| 7D | +2.8% | -4.0% | +6.8% | -0.2% |
| 30D | -11.4% | -5.3% | -6.1% | -14.8% |
| 3M | -41.5% | +19.0% | -60.5% | -32.7% |
| 6M | -61.0% | +55.8% | -116.8% | -43.3% |
| YTD | -49.8% | +56.1% | -106.0% | -24.4% |
| 1Y | -66.4% | +41.3% | -107.7% | -52.2% |
| 3Y | -94.8% | +156.6% | -251.4% | -85.6% |
| All | -99.7% | +150.5% | -250.1% | -98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling