-95.5%
VXX vs LTH
+152.0%
-247.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +0.9% |
| 7D | +1.6% | -4.0% | +5.6% | -0.3% |
| 30D | -9.5% | -1.7% | -7.8% | -10.0% |
| 3M | -27.3% | +28.0% | -55.3% | -17.8% |
| 6M | -43.3% | +54.1% | -97.4% | -28.9% |
| YTD | -30.9% | +57.1% | -87.9% | -11.1% |
| 1Y | -47.2% | +45.8% | -92.9% | -33.7% |
| 3Y | -78.5% | +157.6% | -236.1% | -61.6% |
| All | -95.5% | +152.0% | -247.4% | -90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling