-99.0%
VXX vs LNT
+122.2%
-221.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +2.0% | -1.0% | +3.0% | +1.2% |
| 30D | -7.1% | -4.2% | -2.9% | -10.2% |
| 3M | -28.6% | -6.7% | -22.0% | -32.4% |
| 6M | -44.0% | -3.6% | -40.4% | -45.3% |
| YTD | -31.7% | +5.9% | -37.6% | -28.2% |
| 1Y | -46.3% | +7.3% | -53.6% | -42.8% |
| 3Y | -78.3% | +46.5% | -124.7% | -68.5% |
| 5Y | -95.8% | +32.5% | -128.3% | -94.1% |
| All | -99.0% | +122.2% | -221.2% | -97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling