+1,493.1%
LITE vs UVXY
-100.0%
+1,593.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.7% | -8.2% | -3.7% |
| 7D | +10.8% | -22.1% | +32.8% | +6.1% |
| 30D | -33.4% | +8.2% | -41.6% | -28.2% |
| 3M | -32.2% | -12.3% | -19.9% | -29.8% |
| 6M | -42.1% | -51.0% | +8.9% | -45.8% |
| YTD | +61.9% | -49.9% | +111.8% | +59.7% |
| 1Y | +163.0% | -67.7% | +230.7% | +140.1% |
| 3Y | +1,358.0% | -94.1% | +1,452.1% | +1,222.4% |
| 5Y | +549.9% | -99.5% | +649.4% | +355.9% |
| All | +1,493.1% | -100.0% | +1,593.1% | +456.0% |
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