-46.3%
VXX vs LDOS
-28.1%
-18.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.4% |
| 7D | +2.0% | -3.1% | +5.1% | +1.5% |
| 30D | -7.1% | -8.2% | +1.1% | -8.2% |
| 3M | -28.6% | +5.9% | -34.6% | -28.2% |
| 6M | -44.0% | -25.2% | -18.8% | -48.3% |
| YTD | -31.7% | -28.1% | -3.6% | -37.1% |
| 1Y | -46.3% | -29.7% | -16.7% | -50.7% |
| All | -46.3% | -28.1% | -18.3% | -50.7% |
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