+1,880.3%
LITE vs VXX
-99.0%
+1,979.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +4.2% |
| 7D | -1.5% | -3.5% | +2.0% | -2.6% |
| 30D | +6.7% | -13.6% | +20.3% | +1.9% |
| 3M | -6.8% | -24.6% | +17.8% | -13.3% |
| 6M | +29.4% | -39.9% | +69.3% | +14.8% |
| YTD | +139.1% | -33.1% | +172.1% | +121.3% |
| 1Y | +521.0% | -49.9% | +570.9% | +439.1% |
| 3Y | +1,535.3% | -79.1% | +1,614.4% | +1,309.8% |
| 5Y | +889.8% | -95.6% | +985.4% | +523.5% |
| All | +1,880.3% | -99.0% | +1,979.3% | +1,033.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling