+35.9%
LYV vs UVXY
-70.7%
+106.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -14.1% | +16.5% | +1.0% |
| 7D | +6.2% | -6.3% | +12.5% | +5.7% |
| 30D | +7.3% | -2.7% | +10.0% | +7.5% |
| 3M | -0.3% | -29.9% | +29.7% | -3.1% |
| 6M | +16.2% | -56.5% | +72.7% | +7.1% |
| YTD | +28.5% | -54.8% | +83.3% | +18.9% |
| All | +35.9% | -70.7% | +106.6% | +22.5% |
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