+361.6%
LRCX vs VXX
-78.4%
+440.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | -1.5% |
| 7D | -3.1% | +2.0% | -5.0% | -2.3% |
| 30D | -8.6% | -7.1% | -1.5% | -10.9% |
| 3M | -17.7% | -28.6% | +11.0% | -25.8% |
| 6M | +36.4% | -44.0% | +80.3% | +16.1% |
| YTD | +74.5% | -31.7% | +106.3% | +62.3% |
| 1Y | +159.4% | -46.3% | +205.8% | +128.5% |
| 3Y | +361.6% | -78.3% | +439.8% | +303.0% |
| All | +361.6% | -78.4% | +440.0% | +303.0% |
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