-100.0%
UVXY vs LDOS
+260.1%
-360.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.9% | +5.1% | -1.5% |
| 7D | -4.7% | -7.1% | +2.4% | -13.9% |
| 30D | -17.1% | -6.1% | -11.0% | -23.8% |
| 3M | -39.9% | +5.6% | -45.5% | -36.6% |
| 6M | -66.9% | -26.9% | -39.9% | -79.3% |
| YTD | -50.1% | -27.9% | -22.2% | -69.8% |
| 1Y | -68.3% | -26.8% | -41.5% | -79.9% |
| 3Y | -95.0% | +39.6% | -134.5% | -89.2% |
| 5Y | -99.7% | +39.4% | -139.0% | -99.2% |
| 10Y | -100.0% | +260.0% | -360.0% | -100.0% |
| All | -100.0% | +260.1% | -360.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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