+1,036.7%
CBOE vs LEN
+529.1%
+507.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | -1.2% |
| 7D | -4.6% | -2.9% | -1.8% | -4.3% |
| 30D | +2.6% | -8.9% | +11.5% | +3.8% |
| 3M | +4.9% | -10.9% | +15.8% | +6.1% |
| 6M | -2.2% | -19.7% | +17.5% | +0.1% |
| YTD | +17.7% | -20.6% | +38.3% | +20.4% |
| 1Y | +26.1% | -42.4% | +68.5% | +34.8% |
| 3Y | +97.1% | -26.5% | +123.7% | +98.2% |
| 5Y | +149.2% | -10.9% | +160.1% | +137.9% |
| 10Y | +385.1% | +100.6% | +284.4% | +278.2% |
| All | +1,036.7% | +529.1% | +507.6% | +567.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded LEN 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling