-20.0%
LVS vs UVXY
-66.8%
+46.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.8% | +7.3% | -0.1% |
| 7D | -3.5% | +2.8% | -6.3% | -3.2% |
| 30D | -6.2% | -11.4% | +5.1% | -7.2% |
| 3M | -14.8% | -41.5% | +26.7% | -18.7% |
| 6M | -20.9% | -61.0% | +40.2% | -27.2% |
| YTD | -33.0% | -49.8% | +16.8% | -36.1% |
| 1Y | -20.0% | -66.4% | +46.4% | -23.6% |
| All | -20.0% | -66.8% | +46.8% | -23.6% |
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