-100.0%
UVXY vs LDOS
+863.9%
-963.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +1.5% |
| 7D | -5.0% | -5.4% | +0.4% | -13.1% |
| 30D | -20.5% | +4.9% | -25.4% | -14.7% |
| 3M | -36.6% | +7.2% | -43.8% | -31.4% |
| 6M | -56.9% | -24.2% | -32.7% | -73.3% |
| YTD | -51.2% | -25.8% | -25.4% | -71.3% |
| 1Y | -69.8% | -24.7% | -45.1% | -81.3% |
| 3Y | -95.1% | +39.3% | -134.3% | -89.5% |
| 5Y | -99.7% | +43.3% | -143.0% | -99.2% |
| 10Y | -100.0% | +278.6% | -378.6% | -100.0% |
| All | -100.0% | +863.9% | -963.9% | -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