-46.3%
VXX vs LUMN
+11.9%
-58.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.9% | -6.2% | -3.9% |
| 7D | +2.0% | +2.5% | -0.5% | +2.6% |
| 30D | -7.1% | +10.3% | -17.4% | -4.7% |
| 3M | -28.6% | -18.3% | -10.4% | -31.3% |
| 6M | -44.0% | +4.4% | -48.3% | -41.5% |
| YTD | -31.7% | -10.7% | -21.1% | -29.2% |
| 1Y | -46.3% | +14.0% | -60.3% | -39.6% |
| All | -46.3% | +11.9% | -58.3% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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