+4,257.3%
LLY vs UVXY
-100.0%
+4,357.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.8% |
| 7D | -2.1% | -5.0% | +2.8% | -2.5% |
| 30D | -1.6% | -20.5% | +18.9% | -3.2% |
| 3M | +2.3% | -36.6% | +38.9% | -0.8% |
| 6M | +14.9% | -56.9% | +71.8% | +9.4% |
| YTD | +7.5% | -51.2% | +58.7% | +3.8% |
| 1Y | +55.7% | -69.8% | +125.5% | +46.3% |
| 3Y | +110.6% | -95.1% | +205.7% | +91.4% |
| 5Y | +363.4% | -99.7% | +463.1% | +272.7% |
| 10Y | +1,649.0% | -100.0% | +1,749.0% | +1,027.5% |
| All | +4,257.3% | -100.0% | +4,357.3% | +1,686.0% |
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