-32.0%
LVS vs VXX
-99.0%
+67.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | -0.5% |
| 7D | -3.5% | +2.0% | -5.4% | -2.9% |
| 30D | -6.2% | -7.1% | +0.9% | -7.8% |
| 3M | -14.8% | -28.6% | +13.8% | -21.3% |
| 6M | -20.9% | -44.0% | +23.1% | -30.3% |
| YTD | -33.0% | -31.7% | -1.3% | -37.3% |
| 1Y | -20.0% | -46.3% | +26.3% | -28.6% |
| 3Y | -6.9% | -78.3% | +71.3% | -23.9% |
| 5Y | +9.1% | -95.8% | +104.9% | -36.1% |
| All | -32.0% | -99.0% | +67.0% | -63.6% |
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