-95.5%
VXX vs LTH
+150.5%
-246.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +2.0% | -4.0% | +6.0% | +0.1% |
| 30D | -7.1% | -5.3% | -1.8% | -9.3% |
| 3M | -28.6% | +19.0% | -47.6% | -22.1% |
| 6M | -44.0% | +55.8% | -99.8% | -29.3% |
| YTD | -31.7% | +56.1% | -87.9% | -12.4% |
| 1Y | -46.3% | +41.3% | -87.6% | -33.7% |
| 3Y | -78.3% | +156.6% | -234.9% | -61.3% |
| All | -95.5% | +150.5% | -246.0% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling