-98.9%
VXX vs LDOS
+122.0%
-220.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +4.1% |
| 7D | +7.2% | -2.1% | +9.3% | +5.2% |
| 30D | -5.8% | -8.0% | +2.2% | -12.3% |
| 3M | -29.0% | +6.8% | -35.9% | -25.1% |
| 6M | -44.0% | -24.5% | -19.5% | -56.8% |
| YTD | -28.7% | -27.8% | -0.9% | -47.0% |
| 1Y | -45.2% | -27.4% | -17.8% | -58.6% |
| 3Y | -77.8% | +39.9% | -117.7% | -63.2% |
| 5Y | -95.6% | +42.1% | -137.7% | -92.2% |
| All | -98.9% | +122.0% | -220.9% | -94.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling