+1,668.5%
LITE vs UVXY
-95.5%
+1,764.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +4.2% |
| 7D | -1.5% | -5.0% | +3.5% | -2.9% |
| 30D | +6.7% | -20.5% | +27.2% | +0.3% |
| 3M | -6.8% | -36.6% | +29.8% | -15.6% |
| 6M | +29.4% | -56.9% | +86.4% | +10.0% |
| YTD | +139.1% | -51.2% | +190.3% | +113.4% |
| 1Y | +521.0% | -69.8% | +590.8% | +407.0% |
| All | +1,668.5% | -95.5% | +1,764.0% | +1,272.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling