-98.8%
VXX vs LCID
-95.9%
-3.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.2% | -4.1% |
| 7D | +2.0% | -9.8% | +11.8% | +0.2% |
| 30D | -7.1% | -35.5% | +28.4% | -13.9% |
| 3M | -28.6% | -18.4% | -10.3% | -29.3% |
| 6M | -44.0% | -60.5% | +16.5% | -50.8% |
| YTD | -31.7% | -60.1% | +28.3% | -38.8% |
| 1Y | -46.3% | -78.8% | +32.4% | -56.5% |
| 3Y | -78.3% | -92.8% | +14.5% | -83.0% |
| 5Y | -95.8% | -97.9% | +2.1% | -97.0% |
| All | -98.8% | -95.9% | -3.0% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 10y: compounded portfolio wealth divided by compounded LCID 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…
10y analysis · Full analysis span regression · 6 months rolling