-95.7%
VXX vs LDOS
+39.3%
-135.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +0.2% |
| 7D | -3.0% | -7.1% | +4.1% | -6.4% |
| 30D | -11.5% | -6.1% | -5.4% | -13.9% |
| 3M | -27.3% | +5.6% | -33.0% | -25.3% |
| 6M | -49.6% | -26.9% | -22.7% | -57.4% |
| YTD | -32.0% | -27.9% | -4.1% | -42.8% |
| 1Y | -48.3% | -26.8% | -21.5% | -55.6% |
| 3Y | -78.9% | +39.6% | -118.5% | -71.5% |
| All | -95.7% | +39.3% | -135.0% | -93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling