-99.0%
VXX vs LSCC
+1,747.3%
-1,846.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.2% | +2.4% |
| 7D | -3.0% | +5.2% | -8.2% | +0.2% |
| 30D | -11.5% | -9.6% | -1.8% | -16.8% |
| 3M | -27.3% | -17.8% | -9.6% | -33.6% |
| 6M | -49.6% | +37.4% | -87.0% | -32.1% |
| YTD | -32.0% | +59.7% | -91.7% | +3.8% |
| 1Y | -48.3% | +76.2% | -124.5% | -12.9% |
| 3Y | -78.9% | +28.2% | -107.0% | -59.9% |
| 5Y | -95.6% | +87.2% | -182.8% | -85.3% |
| All | -99.0% | +1,747.3% | -1,846.3% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling