-78.3%
VXX vs LPLA
+46.5%
-124.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.9% | -6.2% | -2.9% |
| 7D | +2.0% | -1.5% | +3.5% | +0.9% |
| 30D | -7.1% | -6.0% | -1.1% | -11.2% |
| 3M | -28.6% | +24.0% | -52.7% | -14.9% |
| 6M | -44.0% | +17.0% | -61.0% | -35.5% |
| YTD | -31.7% | -0.7% | -31.1% | -30.2% |
| 1Y | -46.3% | +2.1% | -48.5% | -43.0% |
| 3Y | -78.3% | +48.7% | -126.9% | -64.1% |
| All | -78.3% | +46.5% | -124.8% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 3y: compounded portfolio wealth divided by compounded LPLA 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…
3y analysis · Full analysis span regression · 6 months rolling