-99.0%
VXX vs LII
+95.5%
-194.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +0.2% |
| 7D | -3.0% | +2.1% | -5.1% | -0.9% |
| 30D | -11.5% | -12.4% | +0.9% | -22.4% |
| 3M | -27.3% | -24.8% | -2.5% | -43.9% |
| 6M | -49.6% | -25.2% | -24.4% | -60.0% |
| YTD | -32.0% | -20.3% | -11.8% | -41.5% |
| 1Y | -48.3% | -32.9% | -15.4% | -62.6% |
| 3Y | -78.9% | +2.0% | -80.9% | -69.3% |
| 5Y | -95.6% | +24.4% | -120.0% | -91.2% |
| All | -99.0% | +95.5% | -194.5% | -95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling