-95.7%
VXX vs LPLA
+147.5%
-243.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.9% | -6.2% | -2.8% |
| 7D | +2.0% | -1.5% | +3.5% | +0.9% |
| 30D | -7.1% | -6.0% | -1.1% | -11.3% |
| 3M | -28.6% | +24.0% | -52.7% | -14.6% |
| 6M | -44.0% | +17.0% | -61.0% | -35.3% |
| YTD | -31.7% | -0.7% | -31.1% | -29.8% |
| 1Y | -46.3% | +2.1% | -48.5% | -42.7% |
| 3Y | -78.3% | +48.7% | -126.9% | -62.0% |
| All | -95.7% | +147.5% | -243.2% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling