-46.3%
VXX vs LII
-34.1%
-12.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.5% | -5.2% |
| 7D | +2.0% | -6.3% | +8.2% | -1.2% |
| 30D | -7.1% | -13.0% | +5.9% | -13.2% |
| 3M | -28.6% | -29.0% | +0.4% | -38.7% |
| 6M | -44.0% | -27.7% | -16.3% | -49.1% |
| YTD | -31.7% | -24.2% | -7.5% | -36.0% |
| 1Y | -46.3% | -34.8% | -11.6% | -50.5% |
| All | -46.3% | -34.1% | -12.2% | -50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling