+2,080.1%
LLY vs UVXY
-100.0%
+2,180.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +1.6% |
| 7D | +6.7% | -22.1% | +28.8% | +4.9% |
| 30D | +19.6% | +8.2% | +11.4% | +21.8% |
| 3M | +19.7% | -12.3% | +32.0% | +20.1% |
| 6M | +42.7% | -51.0% | +93.7% | +37.2% |
| YTD | +35.1% | -49.9% | +85.1% | +32.2% |
| 1Y | +42.2% | -67.7% | +109.9% | +34.7% |
| 3Y | +140.8% | -94.1% | +234.9% | +121.0% |
| 5Y | +480.6% | -99.5% | +580.1% | +376.4% |
| All | +2,080.1% | -100.0% | +2,180.1% | +1,311.6% |
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