+106.0%
LYV vs UVXY
-94.8%
+200.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.8% | +6.8% | -0.7% |
| 7D | -1.9% | +2.8% | -4.7% | -1.6% |
| 30D | -8.2% | -11.4% | +3.2% | -9.3% |
| 3M | -1.3% | -41.5% | +40.2% | -6.6% |
| 6M | +2.6% | -61.0% | +63.7% | -6.2% |
| YTD | +19.4% | -49.8% | +69.3% | +13.6% |
| 1Y | -2.2% | -66.4% | +64.2% | -10.1% |
| 3Y | +106.0% | -94.8% | +200.8% | +77.5% |
| All | +106.0% | -94.8% | +200.8% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling