-100.0%
UVXY vs LSCC
+2,436.6%
-2,536.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +10.4% | -19.4% | +0.9% |
| 7D | +2.3% | +14.5% | -12.1% | +23.5% |
| 30D | +4.0% | -0.1% | +4.1% | +14.5% |
| 3M | -21.6% | -2.7% | -18.9% | -14.4% |
| 6M | -55.1% | -4.8% | -50.3% | -48.6% |
| YTD | -53.7% | +66.9% | -120.6% | +2.5% |
| 1Y | -66.7% | +85.8% | -152.6% | -16.3% |
| 3Y | -94.6% | +115.6% | -210.2% | -71.5% |
| 5Y | -99.6% | +48.8% | -148.4% | -97.3% |
| 10Y | -100.0% | +1,490.3% | -1,590.3% | -99.9% |
| All | -100.0% | +2,436.6% | -2,536.6% | -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