-51.1%
VXX vs LDOS
-27.6%
-23.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.7% | -10.4% | -9.6% |
| 7D | -4.1% | -2.8% | -1.3% | -4.1% |
| 30D | -0.8% | +13.6% | -14.4% | -0.2% |
| 3M | -19.8% | +4.2% | -24.0% | -19.8% |
| 6M | -40.5% | -8.2% | -32.3% | -42.3% |
| YTD | -35.5% | -24.1% | -11.5% | -38.7% |
| 1Y | -51.1% | -31.2% | -19.9% | -57.5% |
| All | -51.1% | -27.6% | -23.5% | -57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling