+546.2%
LITE vs UVXY
-99.5%
+645.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -20.2% | +30.9% | +5.4% |
| 7D | -12.9% | -5.6% | -7.3% | -10.0% |
| 30D | -46.0% | +12.8% | -58.8% | -40.6% |
| 3M | -33.0% | -14.8% | -18.2% | -30.9% |
| 6M | -34.0% | -49.0% | +15.0% | -38.7% |
| YTD | +61.7% | -48.8% | +110.5% | +58.9% |
| 1Y | +148.3% | -66.4% | +214.7% | +125.1% |
| 3Y | +1,408.5% | -94.4% | +1,502.9% | +1,228.6% |
| 5Y | +546.2% | -99.5% | +645.7% | +334.2% |
| All | +546.2% | -99.5% | +645.7% | +334.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling