-100.0%
UVXY vs LH
+183.3%
-283.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.5% | -8.3% | -4.3% |
| 7D | +2.8% | -4.7% | +7.5% | -4.6% |
| 30D | -11.4% | -3.5% | -7.9% | -15.8% |
| 3M | -41.5% | +17.7% | -59.2% | -23.1% |
| 6M | -61.0% | +15.8% | -76.8% | -49.3% |
| YTD | -49.8% | +25.1% | -74.9% | -25.2% |
| 1Y | -66.4% | +12.5% | -78.9% | -57.8% |
| 3Y | -94.8% | +59.8% | -154.5% | -85.2% |
| 5Y | -99.7% | +27.1% | -126.8% | -99.3% |
| All | -100.0% | +183.3% | -283.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling