+17.9%
LMT vs VXX
-51.1%
+69.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | -6.3% | -3.5% | -2.8% | -6.3% |
| 30D | -8.5% | -13.6% | +5.1% | -8.5% |
| 3M | +1.8% | -24.6% | +26.4% | +1.6% |
| 6M | -19.9% | -39.9% | +19.9% | -20.5% |
| YTD | +10.6% | -33.1% | +43.6% | +10.3% |
| 1Y | +17.9% | -49.9% | +67.9% | +19.0% |
| All | +17.9% | -51.1% | +69.1% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling