-9.3%
LHX vs VXX
-51.0%
+41.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -9.6% | +3.2% | -6.6% |
| 7D | -0.3% | -4.1% | +3.8% | -0.3% |
| 30D | +9.7% | -0.8% | +10.5% | +9.9% |
| 3M | -8.5% | -19.8% | +11.3% | -9.4% |
| 6M | -15.1% | -40.5% | +25.4% | -18.2% |
| YTD | -10.4% | -35.5% | +25.1% | -12.4% |
| 1Y | -9.3% | -51.1% | +41.8% | -14.6% |
| All | -9.3% | -51.0% | +41.7% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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