+35.0%
LMT vs VXX
-78.4%
+113.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -1.1% |
| 7D | -0.2% | +2.0% | -2.2% | -0.2% |
| 30D | -13.1% | -7.1% | -6.0% | -13.1% |
| 3M | -3.9% | -28.6% | +24.8% | -4.1% |
| 6M | -18.3% | -44.0% | +25.7% | -18.6% |
| YTD | +10.3% | -31.7% | +42.1% | +10.1% |
| 1Y | +14.2% | -46.3% | +60.6% | +13.8% |
| 3Y | +35.0% | -78.3% | +113.2% | +34.0% |
| All | +35.0% | -78.4% | +113.4% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling