-100.0%
UVXY vs LSCC
+1,348.6%
-1,448.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -3.0% |
| 7D | -3.3% | +5.0% | -8.4% | +6.9% |
| 30D | +12.0% | -11.7% | +23.8% | +8.2% |
| 3M | -15.5% | -13.3% | -2.2% | -18.5% |
| 6M | -49.4% | -12.5% | -36.8% | -47.2% |
| YTD | -49.1% | +51.2% | -100.3% | +3.9% |
| 1Y | -63.7% | +65.9% | -129.6% | -16.7% |
| 3Y | -94.1% | +95.3% | -189.4% | -70.2% |
| 5Y | -99.6% | +38.6% | -138.2% | -97.2% |
| All | -100.0% | +1,348.6% | -1,448.6% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling