+2,002.7%
LITE vs VXX
-98.9%
+2,101.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.2% | -8.6% | -4.3% |
| 7D | +10.4% | +7.2% | +3.3% | +13.0% |
| 30D | +14.0% | -5.8% | +19.9% | +12.1% |
| 3M | +9.7% | -29.0% | +38.7% | -0.4% |
| 6M | +39.2% | -44.0% | +83.2% | +18.9% |
| YTD | +153.9% | -28.7% | +182.5% | +140.0% |
| 1Y | +467.5% | -45.2% | +512.7% | +407.6% |
| 3Y | +1,784.2% | -77.8% | +1,862.0% | +1,557.8% |
| 5Y | +990.3% | -95.6% | +1,085.9% | +584.3% |
| All | +2,002.7% | -98.9% | +2,101.6% | +1,129.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling