-70.4%
LYFT vs VXX
-95.6%
+25.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.3% | +6.3% | +0.6% |
| 7D | -8.4% | +2.0% | -10.3% | -7.7% |
| 30D | -7.6% | -7.1% | -0.5% | -9.6% |
| 3M | +11.7% | -28.6% | +40.4% | +1.0% |
| 6M | +15.1% | -44.0% | +59.1% | -2.5% |
| YTD | -20.9% | -31.7% | +10.8% | -27.0% |
| 1Y | -16.4% | -46.3% | +30.0% | -27.3% |
| 3Y | +35.2% | -78.3% | +113.5% | +8.5% |
| All | -70.4% | -95.6% | +25.2% | -84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling