-99.0%
VXX vs LBRT
+2.7%
-101.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.4% | +3.1% |
| 7D | -3.0% | +6.9% | -10.0% | -0.4% |
| 30D | -11.5% | +7.8% | -19.3% | -8.5% |
| 3M | -27.3% | -25.3% | -2.1% | -33.8% |
| 6M | -49.6% | -19.6% | -30.0% | -52.3% |
| YTD | -32.0% | +17.2% | -49.2% | -23.8% |
| 1Y | -48.3% | +114.1% | -162.4% | -22.5% |
| 3Y | -78.9% | +27.0% | -105.9% | -69.6% |
| 5Y | -95.6% | +128.3% | -223.9% | -90.5% |
| All | -99.0% | +2.7% | -101.7% | -97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling