+3,406.8%
LITE vs UVXY
-100.0%
+3,506.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -20.2% | +30.9% | +6.9% |
| 7D | -12.9% | -5.6% | -7.3% | -10.6% |
| 30D | -46.0% | +12.8% | -58.8% | -42.0% |
| 3M | -33.0% | -14.8% | -18.2% | -31.4% |
| 6M | -34.0% | -49.0% | +15.0% | -37.3% |
| YTD | +61.7% | -48.8% | +110.5% | +60.5% |
| 1Y | +148.3% | -66.4% | +214.7% | +132.4% |
| 3Y | +1,408.5% | -94.4% | +1,502.9% | +1,287.3% |
| 5Y | +546.2% | -99.5% | +645.7% | +385.4% |
| 10Y | +1,533.3% | -100.0% | +1,633.3% | +838.5% |
| All | +3,406.8% | -100.0% | +3,506.8% | +1,834.9% |
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