-94.1%
UVXY vs LDOS
+30.5%
-124.6%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.4% |
| 7D | -22.1% | -1.6% | -20.4% | -22.5% |
| 30D | +8.2% | +8.2% | -0.1% | +13.8% |
| 3M | -12.3% | -8.2% | -4.2% | -17.1% |
| 6M | -51.0% | +5.8% | -56.8% | -49.5% |
| YTD | -49.9% | -27.0% | -23.0% | -61.8% |
| 1Y | -67.7% | -31.0% | -36.7% | -76.6% |
| 3Y | -94.1% | +29.3% | -123.4% | -91.2% |
| All | -94.1% | +30.5% | -124.6% | -91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling