-70.5%
UVXY vs LH
+44.2%
-114.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +3.9% | -18.0% | -11.2% |
| 7D | -6.3% | +2.1% | -8.4% | -4.1% |
| 30D | -2.7% | +19.2% | -21.9% | +10.5% |
| 3M | -29.9% | +18.0% | -47.9% | -20.6% |
| 6M | -56.5% | +46.1% | -102.6% | -41.6% |
| YTD | -54.8% | +47.7% | -102.5% | -39.6% |
| 1Y | -70.5% | +47.2% | -117.8% | -59.7% |
| All | -70.5% | +44.2% | -114.8% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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