+358.9%
CBOE vs LEN
+108.0%
+250.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.5% |
| 7D | -5.8% | -4.8% | -1.0% | -5.3% |
| 30D | -3.1% | -6.6% | +3.4% | -2.4% |
| 3M | -4.8% | -15.7% | +10.9% | -3.0% |
| 6M | -0.6% | -16.6% | +16.1% | +1.0% |
| YTD | +12.8% | -21.3% | +34.1% | +15.3% |
| 1Y | +19.8% | -42.0% | +61.8% | +27.4% |
| 3Y | +86.9% | -27.9% | +114.9% | +87.6% |
| 5Y | +136.5% | -10.7% | +147.2% | +123.6% |
| All | +358.9% | +108.0% | +250.8% | +240.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling