-78.0%
VXX vs LSCC
+24.3%
-102.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +0.7% |
| 7D | +1.6% | +1.4% | +0.2% | +2.4% |
| 30D | -9.5% | -10.0% | +0.6% | -14.4% |
| 3M | -27.3% | -16.1% | -11.2% | -31.9% |
| 6M | -43.3% | +27.4% | -70.7% | -28.4% |
| YTD | -30.9% | +56.9% | -87.8% | +2.4% |
| 1Y | -47.2% | +74.6% | -121.8% | -13.7% |
| All | -78.0% | +24.3% | -102.3% | -57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling