-69.8%
UVXY vs LUMN
+42.5%
-112.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | 0.0% |
| 7D | -5.0% | +12.1% | -17.1% | -1.2% |
| 30D | -20.5% | +11.3% | -31.9% | -17.3% |
| 3M | -36.6% | -31.6% | -5.0% | -43.1% |
| 6M | -56.9% | -2.7% | -54.2% | -54.7% |
| YTD | -51.2% | -12.9% | -38.3% | -48.4% |
| 1Y | -69.8% | +36.2% | -106.0% | -64.7% |
| All | -69.8% | +42.5% | -112.3% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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