+12.7%
LRCX vs VXX
-36.4%
+49.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +30.1% | -46.5% | +1.3% |
| 7D | -27.2% | +27.5% | -54.7% | -12.3% |
| 30D | -44.5% | +32.5% | -77.1% | -30.9% |
| 3M | -39.7% | +8.2% | -47.9% | -33.3% |
| 6M | -32.7% | -22.7% | -10.1% | -36.2% |
| YTD | +8.5% | -16.1% | +24.6% | +13.3% |
| 1Y | +12.7% | -34.0% | +46.8% | +2.7% |
| All | +12.7% | -36.4% | +49.1% | +2.7% |
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