-51.1%
VXX vs LH
+44.2%
-95.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.9% | -13.6% | -7.7% |
| 7D | -4.1% | +2.1% | -6.2% | -2.8% |
| 30D | -0.8% | +19.2% | -20.0% | +7.7% |
| 3M | -19.8% | +18.0% | -37.8% | -13.0% |
| 6M | -40.5% | +46.1% | -86.6% | -27.9% |
| YTD | -35.5% | +47.7% | -83.2% | -22.3% |
| 1Y | -51.1% | +47.2% | -98.3% | -40.2% |
| All | -51.1% | +44.2% | -95.3% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling