-95.0%
UVXY vs LII
+2.8%
-97.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | +0.5% |
| 7D | -4.7% | +2.1% | -6.8% | -2.0% |
| 30D | -17.1% | -12.4% | -4.7% | -30.4% |
| 3M | -39.9% | -24.8% | -15.1% | -57.5% |
| 6M | -66.9% | -25.2% | -41.7% | -75.3% |
| YTD | -50.1% | -20.3% | -29.8% | -57.8% |
| 1Y | -68.3% | -32.9% | -35.4% | -79.7% |
| 3Y | -95.0% | +2.0% | -97.0% | -89.7% |
| All | -95.0% | +2.8% | -97.7% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 3y: compounded portfolio wealth divided by compounded LII 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…
3y analysis · Full analysis span regression · 6 months rolling