-80.4%
LYFT vs UVXY
-100.0%
+19.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.8% | +8.8% | +0.4% |
| 7D | -8.4% | +2.8% | -11.2% | -7.6% |
| 30D | -7.6% | -11.4% | +3.8% | -9.9% |
| 3M | +11.7% | -41.5% | +53.3% | -0.1% |
| 6M | +15.1% | -61.0% | +76.1% | -4.3% |
| YTD | -20.9% | -49.8% | +28.9% | -28.0% |
| 1Y | -16.4% | -66.4% | +50.1% | -28.8% |
| 3Y | +35.2% | -94.8% | +130.0% | +2.9% |
| 5Y | -69.4% | -99.7% | +30.3% | -84.8% |
| All | -80.4% | -100.0% | +19.6% | -92.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling