-75.1%
LULU vs UVXY
-94.8%
+19.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.8% | +8.9% | +1.2% |
| 7D | -1.6% | +2.8% | -4.4% | -1.1% |
| 30D | -18.1% | -11.4% | -6.8% | -19.4% |
| 3M | -18.8% | -41.5% | +22.7% | -24.4% |
| 6M | -39.2% | -61.0% | +21.8% | -45.8% |
| YTD | -52.4% | -49.8% | -2.5% | -55.0% |
| 1Y | -40.3% | -66.4% | +26.1% | -45.8% |
| 3Y | -75.1% | -94.8% | +19.7% | -79.3% |
| All | -75.1% | -94.8% | +19.7% | -79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling