+232.7%
LITE vs VXX
-51.0%
+283.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -9.6% | +1.8% | -13.4% |
| 7D | -31.4% | -4.1% | -27.3% | -32.6% |
| 30D | -42.6% | -0.8% | -41.8% | -41.7% |
| 3M | -26.2% | -19.8% | -6.4% | -33.3% |
| 6M | -35.8% | -40.5% | +4.7% | -49.5% |
| YTD | +70.0% | -35.5% | +105.6% | +50.7% |
| 1Y | +232.7% | -51.1% | +283.8% | +113.2% |
| All | +232.7% | -51.0% | +283.8% | +113.2% |
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