+106.0%
LYV vs VXX
-78.4%
+184.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | -0.7% |
| 7D | -1.9% | +2.0% | -3.9% | -1.6% |
| 30D | -8.2% | -7.1% | -1.1% | -9.2% |
| 3M | -1.3% | -28.6% | +27.4% | -6.5% |
| 6M | +2.6% | -44.0% | +46.6% | -6.0% |
| YTD | +19.4% | -31.7% | +51.1% | +14.0% |
| 1Y | -2.2% | -46.3% | +44.1% | -9.7% |
| 3Y | +106.0% | -78.3% | +184.3% | +80.6% |
| All | +106.0% | -78.4% | +184.4% | +80.6% |
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 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