-95.0%
UVXY vs LSCC
+27.3%
-122.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +3.4% |
| 7D | -4.7% | +5.2% | -9.9% | -0.5% |
| 30D | -17.1% | -9.6% | -7.4% | -23.6% |
| 3M | -39.9% | -17.8% | -22.2% | -46.5% |
| 6M | -66.9% | +37.4% | -104.3% | -48.7% |
| YTD | -50.1% | +59.7% | -109.8% | -7.5% |
| 1Y | -68.3% | +76.2% | -144.5% | -32.1% |
| 3Y | -95.0% | +28.2% | -123.1% | -84.8% |
| All | -95.0% | +27.3% | -122.2% | -84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling