+1,358.0%
LITE vs VXX
-76.7%
+1,434.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.3% | -6.8% | -3.4% |
| 7D | +10.8% | -14.7% | +25.4% | +4.4% |
| 30D | -33.4% | +8.9% | -42.3% | -26.4% |
| 3M | -32.2% | -4.5% | -27.7% | -29.0% |
| 6M | -42.1% | -34.0% | -8.1% | -47.0% |
| YTD | +61.9% | -29.2% | +91.1% | +59.1% |
| 1Y | +163.0% | -46.8% | +209.8% | +131.8% |
| 3Y | +1,358.0% | -76.2% | +1,434.3% | +1,376.8% |
| All | +1,358.0% | -76.7% | +1,434.7% | +1,376.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling