-99.7%
UVXY vs LDOS
+41.1%
-140.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.9% | +5.1% | +0.1% |
| 7D | -4.7% | -7.1% | +2.4% | -10.2% |
| 30D | -17.1% | -6.1% | -11.0% | -20.9% |
| 3M | -39.9% | +5.6% | -45.5% | -37.6% |
| 6M | -66.9% | -26.9% | -39.9% | -75.1% |
| YTD | -50.1% | -27.9% | -22.2% | -62.9% |
| 1Y | -68.3% | -26.8% | -41.5% | -75.6% |
| 3Y | -95.0% | +39.6% | -134.5% | -91.2% |
| 5Y | -99.7% | +39.4% | -139.0% | -99.4% |
| All | -99.7% | +41.1% | -140.8% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling