-100.0%
UVXY vs LSCC
+2,294.6%
-2,394.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +2.6% |
| 7D | -5.0% | +1.3% | -6.3% | -3.6% |
| 30D | -20.5% | -9.7% | -10.9% | -27.7% |
| 3M | -36.6% | -23.7% | -12.9% | -47.9% |
| 6M | -56.9% | +26.5% | -83.4% | -36.8% |
| YTD | -51.2% | +57.5% | -108.7% | -8.4% |
| 1Y | -69.8% | +75.7% | -145.5% | -33.3% |
| 3Y | -95.1% | +19.5% | -114.5% | -86.9% |
| 5Y | -99.7% | +83.8% | -183.4% | -97.5% |
| 10Y | -100.0% | +1,772.4% | -1,872.4% | -99.9% |
| All | -100.0% | +2,294.6% | -2,394.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling