+1,587.5%
LITE vs UVXY
-100.0%
+1,687.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.9% |
| 7D | -13.9% | -3.3% | -10.6% | -10.9% |
| 30D | -46.9% | +12.0% | -58.9% | -42.5% |
| 3M | -28.0% | -15.5% | -12.5% | -26.2% |
| 6M | -35.2% | -49.4% | +14.2% | -39.2% |
| YTD | +58.9% | -49.1% | +108.0% | +56.7% |
| 1Y | +125.3% | -63.7% | +189.0% | +110.7% |
| 3Y | +1,344.4% | -94.1% | +1,438.5% | +1,205.8% |
| 5Y | +541.2% | -99.6% | +640.7% | +342.2% |
| 10Y | +1,587.5% | -100.0% | +1,687.5% | +475.3% |
| All | +1,587.5% | -100.0% | +1,687.5% | +475.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling