+1,014.7%
LITE vs VXX
-95.6%
+1,110.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.7% | +1.7% |
| 7D | +13.6% | +1.6% | +12.0% | +14.2% |
| 30D | +21.6% | -9.5% | +31.0% | +17.5% |
| 3M | +20.3% | -27.3% | +47.6% | +9.0% |
| 6M | +54.4% | -43.3% | +97.7% | +29.9% |
| YTD | +168.3% | -30.9% | +199.2% | +148.4% |
| 1Y | +551.8% | -47.2% | +599.0% | +466.0% |
| 3Y | +1,891.5% | -78.5% | +1,970.0% | +1,607.1% |
| 5Y | +1,014.7% | -95.6% | +1,110.3% | +590.9% |
| All | +1,014.7% | -95.6% | +1,110.3% | +590.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling