-99.7%
UVXY vs LII
+21.2%
-120.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +5.0% | -0.8% |
| 7D | +2.3% | +0.5% | +1.8% | +3.2% |
| 30D | -15.0% | -11.2% | -3.8% | -27.7% |
| 3M | -39.8% | -28.8% | -11.0% | -61.0% |
| 6M | -60.0% | -26.9% | -33.1% | -71.5% |
| YTD | -48.8% | -22.2% | -26.6% | -59.0% |
| 1Y | -67.3% | -32.0% | -35.3% | -78.2% |
| 3Y | -94.8% | -0.4% | -94.4% | -90.6% |
| 5Y | -99.7% | +22.4% | -122.1% | -99.1% |
| All | -99.7% | +21.2% | -120.8% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling