-94.1%
UVXY vs LTH
+241.8%
-335.9%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +5.5% |
| 7D | -22.1% | -1.3% | -20.8% | -22.9% |
| 30D | +8.2% | +15.7% | -7.5% | +23.4% |
| 3M | -12.3% | +5.0% | -17.3% | -8.1% |
| 6M | -51.0% | +37.7% | -88.7% | -33.5% |
| YTD | -49.9% | +75.0% | -124.9% | -9.8% |
| 1Y | -67.7% | +82.6% | -150.4% | -38.7% |
| 3Y | -94.1% | +241.3% | -335.4% | -83.5% |
| All | -94.1% | +241.8% | -335.9% | -83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling