+521.0%
LITE vs UVXY
-70.9%
+591.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +4.2% |
| 7D | -1.5% | -5.0% | +3.5% | -3.1% |
| 30D | +6.7% | -20.5% | +27.2% | -0.7% |
| 3M | -6.8% | -36.6% | +29.8% | -17.0% |
| 6M | +29.4% | -56.9% | +86.4% | +7.5% |
| YTD | +139.1% | -51.2% | +190.3% | +109.9% |
| 1Y | +521.0% | -69.8% | +590.8% | +392.3% |
| All | +521.0% | -70.9% | +591.9% | +392.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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