-100.0%
UVXY vs LEN
+646.6%
-746.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.5% | +8.7% | +0.3% |
| 7D | +11.0% | -7.8% | +18.8% | -0.4% |
| 30D | -8.8% | -11.0% | +2.2% | -22.3% |
| 3M | -41.9% | -12.8% | -29.1% | -51.6% |
| 6M | -61.2% | -20.2% | -41.0% | -70.2% |
| YTD | -46.2% | -23.0% | -23.2% | -60.4% |
| 1Y | -65.2% | -41.8% | -23.4% | -82.6% |
| 3Y | -94.6% | -28.8% | -65.8% | -95.2% |
| 5Y | -99.7% | -12.6% | -87.1% | -99.4% |
| 10Y | -100.0% | +101.7% | -201.7% | -100.0% |
| All | -100.0% | +646.6% | -746.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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