-76.2%
VXX vs LDOS
+30.5%
-106.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.1% |
| 7D | -14.7% | -1.6% | -13.0% | -15.1% |
| 30D | +8.9% | +8.2% | +0.7% | +12.7% |
| 3M | -4.5% | -8.2% | +3.6% | -7.9% |
| 6M | -34.0% | +5.8% | -39.8% | -32.4% |
| YTD | -29.2% | -27.0% | -2.3% | -40.6% |
| 1Y | -46.8% | -31.0% | -15.8% | -57.0% |
| 3Y | -76.2% | +29.3% | -105.5% | -68.7% |
| All | -76.2% | +30.5% | -106.7% | -68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling