+1,056.2%
CBOE vs LDOS
+513.1%
+543.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.2% |
| 7D | -3.6% | -5.4% | +1.8% | -2.4% |
| 30D | +5.1% | +4.9% | +0.2% | +3.7% |
| 3M | +4.6% | +7.2% | -2.6% | +2.4% |
| 6M | -0.3% | -24.2% | +24.0% | +5.6% |
| YTD | +19.8% | -25.8% | +45.6% | +26.8% |
| 1Y | +28.4% | -24.7% | +53.1% | +35.1% |
| 3Y | +104.1% | +39.3% | +64.8% | +78.7% |
| 5Y | +150.9% | +43.3% | +107.6% | +115.0% |
| 10Y | +393.5% | +278.6% | +114.9% | +232.7% |
| All | +1,056.2% | +513.1% | +543.2% | +503.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling