-100.0%
UVXY vs LII
+1,591.7%
-1,691.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +5.7% |
| 7D | -22.1% | +2.9% | -25.0% | -17.0% |
| 30D | +8.2% | +0.9% | +7.3% | +11.3% |
| 3M | -12.3% | -15.5% | +3.2% | -35.1% |
| 6M | -51.0% | -30.2% | -20.8% | -74.3% |
| YTD | -49.9% | -26.8% | -23.1% | -69.2% |
| 1Y | -67.7% | -25.3% | -42.5% | -79.0% |
| 3Y | -94.1% | -7.8% | -86.3% | -90.9% |
| 5Y | -99.5% | +17.0% | -116.5% | -98.3% |
| 10Y | -100.0% | +169.9% | -269.9% | -100.0% |
| All | -100.0% | +1,591.7% | -1,691.7% | -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