+1,386.0%
LLY vs VXX
-99.0%
+1,485.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -1.2% |
| 7D | -2.9% | +2.0% | -4.9% | -2.7% |
| 30D | -8.4% | -7.1% | -1.3% | -9.3% |
| 3M | -3.8% | -28.6% | +24.9% | -7.7% |
| 6M | +11.9% | -44.0% | +55.9% | +4.8% |
| YTD | +4.3% | -31.7% | +36.1% | +0.8% |
| 1Y | +48.5% | -46.3% | +94.8% | +39.9% |
| 3Y | +91.2% | -78.3% | +169.5% | +74.0% |
| 5Y | +387.5% | -95.8% | +483.3% | +278.4% |
| All | +1,386.0% | -99.0% | +1,485.0% | +1,021.8% |
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 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