-95.7%
VXX vs LUMN
-37.8%
-57.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.9% | -6.2% | -3.8% |
| 7D | +2.0% | +2.5% | -0.5% | +2.6% |
| 30D | -7.1% | +10.3% | -17.4% | -4.5% |
| 3M | -28.6% | -18.3% | -10.4% | -31.4% |
| 6M | -44.0% | +4.4% | -48.3% | -41.4% |
| YTD | -31.7% | -10.7% | -21.1% | -29.4% |
| 1Y | -46.3% | +14.0% | -60.3% | -39.3% |
| 3Y | -78.3% | +406.6% | -484.8% | -53.9% |
| All | -95.7% | -37.8% | -57.8% | -95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling