-63.7%
UVXY vs LUMN
-56.8%
-6.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.0% | -9.7% | +3.3% |
| 7D | -3.3% | -0.8% | -2.5% | -0.3% |
| 30D | +12.0% | -10.8% | +22.8% | +11.5% |
| 3M | -15.5% | -29.1% | +13.6% | -22.0% |
| 6M | -49.4% | -44.5% | -4.9% | -56.6% |
| YTD | -49.1% | -39.4% | -9.7% | -50.5% |
| 1Y | -63.7% | -55.1% | -8.6% | -67.2% |
| All | -63.7% | -56.8% | -6.9% | -67.2% |
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