-31.8%
LVS vs UVXY
-70.8%
+39.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -14.1% | +20.6% | +5.0% |
| 7D | +13.4% | -6.3% | +19.7% | +12.9% |
| 30D | +12.2% | -2.7% | +14.9% | +12.3% |
| 3M | -10.7% | -29.9% | +19.2% | -13.3% |
| 6M | -19.8% | -56.5% | +36.7% | -25.8% |
| YTD | -35.8% | -54.8% | +19.0% | -39.2% |
| 1Y | -31.8% | -70.5% | +38.7% | -38.4% |
| All | -31.8% | -70.8% | +39.0% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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