-51.1%
VXX vs LSCC
+57.8%
-108.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.3% | -10.9% | -9.1% |
| 7D | -4.1% | +3.0% | -7.1% | -2.1% |
| 30D | -0.8% | -19.3% | +18.5% | -7.7% |
| 3M | -19.8% | -22.3% | +2.5% | -26.1% |
| 6M | -40.5% | -14.6% | -25.9% | -40.1% |
| YTD | -35.5% | +45.8% | -81.3% | -7.2% |
| 1Y | -51.1% | +69.6% | -120.7% | -19.5% |
| All | -51.1% | +57.8% | -108.9% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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