-100.0%
UVXY vs LDOS
+886.7%
-986.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.2% | +2.3% | -22.6% | -16.8% |
| 7D | -5.6% | -5.8% | +0.2% | -13.4% |
| 30D | +12.8% | +11.6% | +1.2% | +32.5% |
| 3M | -14.8% | -1.0% | -13.9% | -17.7% |
| 6M | -49.0% | +5.1% | -54.1% | -47.5% |
| YTD | -48.8% | -24.0% | -24.7% | -69.2% |
| 1Y | -66.4% | -30.3% | -36.2% | -82.3% |
| 3Y | -94.4% | +37.0% | -131.4% | -89.0% |
| 5Y | -99.5% | +53.4% | -152.9% | -98.7% |
| 10Y | -100.0% | +252.0% | -352.0% | -100.0% |
| All | -100.0% | +886.7% | -986.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling