-51.2%
LULU vs UVXY
-70.9%
+19.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.7% | -18.1% | -17.2% |
| 7D | -16.7% | -5.0% | -11.7% | -17.4% |
| 30D | -18.5% | -20.5% | +2.0% | -21.8% |
| 3M | -19.5% | -36.6% | +17.1% | -25.0% |
| 6M | -41.9% | -56.9% | +15.0% | -48.4% |
| YTD | -51.6% | -51.2% | -0.4% | -54.7% |
| 1Y | -51.2% | -69.8% | +18.6% | -58.2% |
| All | -51.2% | -70.9% | +19.7% | -58.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling