-70.5%
UVXY vs LSCC
+57.8%
-128.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +1.3% | -15.4% | -13.3% |
| 7D | -6.3% | +3.0% | -9.2% | -3.2% |
| 30D | -2.7% | -19.3% | +16.6% | -12.2% |
| 3M | -29.9% | -22.3% | -7.7% | -37.8% |
| 6M | -56.5% | -14.6% | -41.9% | -55.7% |
| YTD | -54.8% | +45.8% | -100.6% | -18.7% |
| 1Y | -70.5% | +69.6% | -140.1% | -34.6% |
| All | -70.5% | +57.8% | -128.4% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 1y: compounded portfolio wealth divided by compounded LSCC 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…
1y analysis · Full analysis span regression · 6 months rolling