+5,083.9%
LITE vs UVXY
-100.0%
+5,183.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +4.1% |
| 7D | -1.5% | -5.0% | +3.5% | -2.4% |
| 30D | +6.7% | -20.5% | +27.2% | +2.5% |
| 3M | -6.8% | -36.6% | +29.8% | -12.4% |
| 6M | +29.4% | -56.9% | +86.4% | +17.0% |
| YTD | +139.1% | -51.2% | +190.3% | +123.4% |
| 1Y | +521.0% | -69.8% | +590.8% | +450.0% |
| 3Y | +1,535.3% | -95.1% | +1,630.3% | +1,328.4% |
| 5Y | +889.8% | -99.7% | +989.5% | +579.0% |
| 10Y | +2,400.7% | -100.0% | +2,500.7% | +1,248.5% |
| All | +5,083.9% | -100.0% | +5,183.9% | +2,592.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling