-49.9%
VXX vs LNT
+8.1%
-58.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.5% | -0.1% | -3.4% | -3.5% |
| 30D | -13.6% | -3.2% | -10.4% | -13.6% |
| 3M | -24.6% | -4.1% | -20.5% | -24.3% |
| 6M | -39.9% | -4.6% | -35.3% | -39.5% |
| YTD | -33.1% | +7.0% | -40.1% | -32.6% |
| 1Y | -49.9% | +8.3% | -58.2% | -49.0% |
| All | -49.9% | +8.1% | -58.0% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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