+100.1%
LHX vs VXX
-99.0%
+199.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -1.6% |
| 7D | -4.3% | +2.0% | -6.2% | -4.0% |
| 30D | -15.1% | -7.1% | -8.0% | -15.8% |
| 3M | -21.0% | -28.6% | +7.7% | -23.7% |
| 6M | -32.0% | -44.0% | +12.0% | -35.8% |
| YTD | -15.3% | -31.7% | +16.4% | -17.9% |
| 1Y | -11.1% | -46.3% | +35.3% | -15.5% |
| 3Y | +54.0% | -78.3% | +132.3% | +39.6% |
| 5Y | +17.1% | -95.8% | +112.9% | -10.8% |
| All | +100.1% | -99.0% | +199.1% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling