-78.3%
VXX vs LBRT
+22.5%
-100.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -3.9% |
| 7D | +2.0% | +1.8% | +0.2% | +2.9% |
| 30D | -7.1% | -2.5% | -4.6% | -7.8% |
| 3M | -28.6% | -24.9% | -3.7% | -35.5% |
| 6M | -44.0% | -29.5% | -14.5% | -50.7% |
| YTD | -31.7% | +14.7% | -46.5% | -21.3% |
| 1Y | -46.3% | +91.7% | -138.1% | -14.4% |
| 3Y | -78.3% | +24.6% | -102.9% | -67.6% |
| All | -78.3% | +22.5% | -100.8% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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