+1,560.7%
LLY vs UVXY
-100.0%
+1,660.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.3% | +0.3% |
| 7D | -3.2% | +11.0% | -14.2% | -2.3% |
| 30D | -7.4% | -8.8% | +1.3% | -8.1% |
| 3M | -1.0% | -41.9% | +40.9% | -4.9% |
| 6M | +12.5% | -61.2% | +73.7% | +5.6% |
| YTD | +5.0% | -46.2% | +51.2% | +2.0% |
| 1Y | +49.8% | -65.2% | +115.0% | +41.8% |
| 3Y | +95.5% | -94.6% | +190.0% | +77.7% |
| 5Y | +390.7% | -99.7% | +490.3% | +288.1% |
| All | +1,560.7% | -100.0% | +1,660.7% | +937.9% |
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 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