+1,240.7%
LITE vs VXX
-98.9%
+1,339.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.3% | -6.8% | -3.7% |
| 7D | +10.8% | -14.7% | +25.4% | +6.0% |
| 30D | -33.4% | +8.9% | -42.3% | -28.0% |
| 3M | -32.2% | -4.5% | -27.7% | -29.6% |
| 6M | -42.1% | -34.0% | -8.1% | -45.7% |
| YTD | +61.9% | -29.2% | +91.1% | +60.8% |
| 1Y | +163.0% | -46.8% | +209.8% | +141.0% |
| 3Y | +1,358.0% | -76.2% | +1,434.3% | +1,253.7% |
| 5Y | +549.9% | -94.3% | +644.2% | +362.2% |
| All | +1,240.7% | -98.9% | +1,339.7% | +723.7% |
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