+108.1%
LULU vs UVXY
-100.0%
+208.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.8% | +8.9% | +1.3% |
| 7D | -1.6% | +2.8% | -4.4% | -1.2% |
| 30D | -18.1% | -11.4% | -6.8% | -19.2% |
| 3M | -18.8% | -41.5% | +22.7% | -23.7% |
| 6M | -39.2% | -61.0% | +21.8% | -44.9% |
| YTD | -52.4% | -49.8% | -2.5% | -54.7% |
| 1Y | -40.3% | -66.4% | +26.1% | -45.1% |
| 3Y | -75.1% | -94.8% | +19.7% | -78.4% |
| 5Y | -76.7% | -99.7% | +23.0% | -83.5% |
| 10Y | +52.7% | -100.0% | +152.7% | -21.2% |
| All | +108.1% | -100.0% | +208.1% | -60.4% |
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