-99.0%
VXX vs LUMN
-40.2%
-58.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.9% | -6.2% | -3.7% |
| 7D | +2.0% | +2.5% | -0.5% | +2.8% |
| 30D | -7.1% | +10.3% | -17.4% | -3.9% |
| 3M | -28.6% | -18.3% | -10.4% | -32.1% |
| 6M | -44.0% | +4.4% | -48.3% | -40.9% |
| YTD | -31.7% | -10.7% | -21.1% | -29.1% |
| 1Y | -46.3% | +14.0% | -60.3% | -37.8% |
| 3Y | -78.3% | +406.6% | -484.8% | -39.1% |
| 5Y | -95.8% | -36.8% | -59.0% | -95.3% |
| All | -99.0% | -40.2% | -58.7% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling