-69.8%
UVXY vs LH
+20.0%
-89.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | -0.2% |
| 7D | -5.0% | -2.5% | -2.5% | -6.4% |
| 30D | -20.5% | +4.3% | -24.9% | -18.2% |
| 3M | -36.6% | +25.5% | -62.1% | -26.2% |
| 6M | -56.9% | +17.0% | -73.9% | -51.0% |
| YTD | -51.2% | +31.3% | -82.5% | -41.1% |
| 1Y | -69.8% | +20.0% | -89.7% | -65.0% |
| All | -69.8% | +20.0% | -89.8% | -65.0% |
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