+467.5%
LITE vs VXX
-44.8%
+512.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.2% | -8.6% | -3.7% |
| 7D | +10.4% | +7.2% | +3.3% | +14.5% |
| 30D | +14.0% | -5.8% | +19.9% | +11.0% |
| 3M | +9.7% | -29.0% | +38.7% | -5.4% |
| 6M | +39.2% | -44.0% | +83.2% | +8.7% |
| YTD | +153.9% | -28.7% | +182.5% | +130.8% |
| 1Y | +467.5% | -45.2% | +512.7% | +351.9% |
| All | +467.5% | -44.8% | +512.3% | +351.9% |
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