-99.0%
VXX vs LDOS
+128.0%
-227.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +1.0% |
| 7D | -3.5% | -5.4% | +1.9% | -8.0% |
| 30D | -13.6% | +4.9% | -18.5% | -9.9% |
| 3M | -24.6% | +7.2% | -31.8% | -20.3% |
| 6M | -39.9% | -24.2% | -15.6% | -53.5% |
| YTD | -33.1% | -25.8% | -7.3% | -49.2% |
| 1Y | -49.9% | -24.7% | -25.2% | -60.9% |
| 3Y | -79.1% | +39.3% | -118.4% | -65.7% |
| 5Y | -95.6% | +43.3% | -138.9% | -92.1% |
| All | -99.0% | +128.0% | -227.0% | -94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling