-95.6%
VXX vs LII
+21.0%
-116.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +2.5% |
| 7D | +7.2% | -3.5% | +10.6% | +4.1% |
| 30D | -5.8% | -13.5% | +7.7% | -16.6% |
| 3M | -29.0% | -26.0% | -3.0% | -43.6% |
| 6M | -44.0% | -26.8% | -17.2% | -54.4% |
| YTD | -28.7% | -22.9% | -5.8% | -38.2% |
| 1Y | -45.2% | -32.6% | -12.6% | -57.6% |
| 3Y | -77.8% | -1.3% | -76.5% | -70.6% |
| 5Y | -95.6% | +23.1% | -118.7% | -93.2% |
| All | -95.6% | +21.0% | -116.6% | -93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling