-100.0%
UVXY vs LH
+408.3%
-508.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.5% | -8.3% | -3.9% |
| 7D | +2.8% | -4.7% | +7.5% | -5.8% |
| 30D | -11.4% | -3.5% | -7.9% | -16.7% |
| 3M | -41.5% | +17.7% | -59.2% | -19.8% |
| 6M | -61.0% | +15.8% | -76.8% | -47.3% |
| YTD | -49.8% | +25.1% | -74.9% | -20.9% |
| 1Y | -66.4% | +12.5% | -78.9% | -56.8% |
| 3Y | -94.8% | +59.8% | -154.5% | -83.2% |
| 5Y | -99.7% | +27.1% | -126.8% | -99.2% |
| 10Y | -100.0% | +183.2% | -283.2% | -100.0% |
| All | -100.0% | +408.3% | -508.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling