+2,115.5%
LYV vs UVXY
-100.0%
+2,215.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.8% | +6.8% | -0.9% |
| 7D | -1.9% | +2.8% | -4.7% | -1.5% |
| 30D | -8.2% | -11.4% | +3.2% | -9.6% |
| 3M | -1.3% | -41.5% | +40.2% | -7.7% |
| 6M | +2.6% | -61.0% | +63.7% | -7.9% |
| YTD | +19.4% | -49.8% | +69.3% | +12.7% |
| 1Y | -2.2% | -66.4% | +64.2% | -11.6% |
| 3Y | +106.0% | -94.8% | +200.8% | +73.4% |
| 5Y | +97.7% | -99.7% | +197.4% | +31.6% |
| 10Y | +560.5% | -100.0% | +660.5% | +212.7% |
| All | +2,115.5% | -100.0% | +2,215.5% | +267.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling