+1,397.3%
LLY vs VXX
-99.0%
+1,496.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | +0.2% |
| 7D | -3.1% | +1.6% | -4.6% | -2.9% |
| 30D | -8.6% | -9.5% | +0.8% | -9.7% |
| 3M | -1.6% | -27.3% | +25.6% | -5.4% |
| 6M | +11.8% | -43.3% | +55.1% | +4.9% |
| YTD | +5.1% | -30.9% | +36.0% | +1.7% |
| 1Y | +50.7% | -47.2% | +97.9% | +41.8% |
| 3Y | +95.7% | -78.5% | +174.2% | +77.8% |
| 5Y | +390.2% | -95.6% | +485.8% | +283.1% |
| All | +1,397.3% | -99.0% | +1,496.3% | +1,032.1% |
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