-46.3%
VXX vs LSCC
+78.0%
-124.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.9% | -9.2% | -2.1% |
| 7D | +2.0% | +3.3% | -1.4% | +3.6% |
| 30D | -7.1% | -7.4% | +0.3% | -9.8% |
| 3M | -28.6% | -16.2% | -12.5% | -32.3% |
| 6M | -44.0% | +31.9% | -75.9% | -28.6% |
| YTD | -31.7% | +62.8% | -94.5% | -0.6% |
| 1Y | -46.3% | +81.4% | -127.7% | -18.9% |
| All | -46.3% | +78.0% | -124.4% | -18.9% |
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