-99.7%
UVXY vs LTH
+156.3%
-256.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.0% | +1.0% |
| 7D | -4.7% | +1.5% | -6.3% | -3.5% |
| 30D | -17.1% | -3.1% | -14.0% | -18.9% |
| 3M | -39.9% | +28.1% | -68.0% | -26.8% |
| 6M | -66.9% | +67.4% | -134.3% | -48.5% |
| YTD | -50.1% | +59.8% | -109.9% | -23.5% |
| 1Y | -68.3% | +45.6% | -113.9% | -53.8% |
| 3Y | -95.0% | +162.0% | -257.0% | -85.9% |
| All | -99.7% | +156.3% | -256.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling