-100.0%
UVXY vs LII
+1,769.7%
-1,869.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +2.8% |
| 7D | -5.0% | -0.7% | -4.3% | -6.3% |
| 30D | -20.5% | -12.6% | -7.9% | -38.4% |
| 3M | -36.6% | -24.4% | -12.1% | -62.1% |
| 6M | -56.9% | -28.7% | -28.2% | -75.5% |
| YTD | -51.2% | -19.1% | -32.1% | -64.3% |
| 1Y | -69.8% | -29.7% | -40.1% | -83.1% |
| 3Y | -95.1% | +4.8% | -99.8% | -89.8% |
| 5Y | -99.7% | +24.6% | -124.2% | -98.7% |
| 10Y | -100.0% | +169.2% | -269.2% | -100.0% |
| All | -100.0% | +1,769.7% | -1,869.7% | -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