-100.0%
UVXY vs LII
+1,572.7%
-1,672.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.1% | +3.0% |
| 7D | -26.5% | -0.2% | -26.3% | -26.0% |
| 30D | +8.8% | -0.6% | +9.4% | +9.1% |
| 3M | -14.7% | -17.0% | +2.3% | -38.8% |
| 6M | -51.5% | -31.1% | -20.3% | -75.2% |
| YTD | -51.7% | -27.7% | -24.1% | -70.9% |
| 1Y | -65.7% | -26.2% | -39.5% | -78.1% |
| 3Y | -94.4% | -9.6% | -84.8% | -91.7% |
| 5Y | -99.5% | +15.7% | -115.2% | -98.4% |
| 10Y | -100.0% | +166.9% | -266.9% | -100.0% |
| All | -100.0% | +1,572.7% | -1,672.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling