-99.0%
VXX vs LII
+85.8%
-184.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.5% | -6.0% |
| 7D | +2.0% | -6.3% | +8.2% | -4.3% |
| 30D | -7.1% | -13.0% | +5.9% | -19.0% |
| 3M | -28.6% | -29.0% | +0.4% | -48.2% |
| 6M | -44.0% | -27.7% | -16.3% | -57.0% |
| YTD | -31.7% | -24.2% | -7.5% | -44.2% |
| 1Y | -46.3% | -34.8% | -11.6% | -62.2% |
| 3Y | -78.3% | -4.2% | -74.0% | -70.4% |
| 5Y | -95.8% | +20.9% | -116.7% | -91.8% |
| All | -99.0% | +85.8% | -184.7% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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