+25.9%
LULU vs VXX
-99.0%
+124.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.3% | +6.4% | +1.1% |
| 7D | -1.6% | +2.0% | -3.6% | -1.1% |
| 30D | -18.1% | -7.1% | -11.0% | -19.4% |
| 3M | -18.8% | -28.6% | +9.9% | -24.9% |
| 6M | -39.2% | -44.0% | +4.8% | -46.3% |
| YTD | -52.4% | -31.7% | -20.6% | -55.1% |
| 1Y | -40.3% | -46.3% | +6.0% | -46.2% |
| 3Y | -75.1% | -78.3% | +3.2% | -79.0% |
| 5Y | -76.7% | -95.8% | +19.1% | -85.4% |
| All | +25.9% | -99.0% | +124.9% | -28.6% |
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