-95.6%
VXX vs LBRT
+117.3%
-213.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.9% | +9.1% | +0.8% |
| 7D | +7.2% | +2.3% | +4.8% | +8.3% |
| 30D | -5.8% | -2.9% | -2.9% | -6.7% |
| 3M | -29.0% | -26.1% | -2.9% | -35.9% |
| 6M | -44.0% | -26.2% | -17.8% | -49.1% |
| YTD | -28.7% | +13.7% | -42.3% | -19.8% |
| 1Y | -45.2% | +93.6% | -138.7% | -17.6% |
| 3Y | -77.8% | +23.2% | -101.0% | -67.2% |
| 5Y | -95.6% | +125.5% | -221.2% | -88.7% |
| All | -95.6% | +117.3% | -213.0% | -88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling