-51.1%
VXX vs LTH
+84.0%
-135.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +6.3% | -16.0% | -7.1% |
| 7D | -4.1% | +9.9% | -14.0% | -0.1% |
| 30D | -0.8% | +18.3% | -19.1% | +6.2% |
| 3M | -19.8% | +5.9% | -25.7% | -17.9% |
| 6M | -40.5% | +80.3% | -120.8% | -18.4% |
| YTD | -35.5% | +78.3% | -113.8% | -9.6% |
| 1Y | -51.1% | +81.0% | -132.1% | -30.4% |
| All | -51.1% | +84.0% | -135.1% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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