+528.6%
CBOE vs LDOS
+248.5%
+280.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.6% |
| 7D | +5.3% | -7.2% | +12.5% | +7.2% |
| 30D | +25.5% | +16.8% | +8.6% | +20.8% |
| 3M | +22.5% | -1.6% | +24.1% | +22.7% |
| 6M | +2.6% | -1.0% | +3.6% | +2.1% |
| YTD | +41.8% | -25.8% | +67.6% | +50.5% |
| 1Y | +40.9% | -31.1% | +71.9% | +52.4% |
| 3Y | +108.7% | +32.8% | +75.9% | +80.1% |
| 5Y | +181.4% | +49.4% | +132.0% | +129.1% |
| All | +528.6% | +248.5% | +280.1% | +286.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 10y: compounded portfolio wealth divided by compounded LDOS 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…
10y analysis · Full analysis span regression · 6 months rolling