-94.4%
UVXY vs LDOS
+35.8%
-130.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.2% | +2.3% | -22.6% | -18.9% |
| 7D | -5.6% | -5.8% | +0.2% | -8.4% |
| 30D | +12.8% | +11.6% | +1.2% | +20.7% |
| 3M | -14.8% | -1.0% | -13.9% | -15.7% |
| 6M | -49.0% | +5.1% | -54.1% | -48.2% |
| YTD | -48.8% | -24.0% | -24.7% | -60.0% |
| 1Y | -66.4% | -30.3% | -36.2% | -75.9% |
| 3Y | -94.4% | +37.0% | -131.4% | -91.2% |
| All | -94.4% | +35.8% | -130.3% | -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