-78.9%
VXX vs LDOS
+39.7%
-118.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +0.2% |
| 7D | -3.0% | -7.1% | +4.1% | -6.3% |
| 30D | -11.5% | -6.1% | -5.4% | -13.9% |
| 3M | -27.3% | +5.6% | -33.0% | -25.5% |
| 6M | -49.6% | -26.9% | -22.7% | -58.1% |
| YTD | -32.0% | -27.9% | -4.1% | -43.8% |
| 1Y | -48.3% | -26.8% | -21.5% | -56.3% |
| 3Y | -78.9% | +39.6% | -118.5% | -64.7% |
| All | -78.9% | +39.7% | -118.6% | -64.7% |
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