+6.5%
LYV vs UVXY
-70.9%
+77.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.2% |
| 7D | -4.5% | -5.0% | +0.5% | -4.9% |
| 30D | -5.5% | -20.5% | +15.1% | -7.3% |
| 3M | +7.8% | -36.6% | +44.3% | +4.0% |
| 6M | +9.4% | -56.9% | +66.3% | +1.1% |
| YTD | +21.8% | -51.2% | +73.0% | +13.8% |
| 1Y | +6.5% | -69.8% | +76.2% | -3.7% |
| All | +6.5% | -70.9% | +77.3% | -3.7% |
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 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