+142.0%
CBOE vs LEN
-13.7%
+155.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.3% |
| 7D | -3.7% | -7.8% | +4.1% | -3.3% |
| 30D | +2.0% | -11.0% | +13.0% | +2.5% |
| 3M | -4.2% | -12.8% | +8.5% | -3.7% |
| 6M | +1.2% | -20.2% | +21.4% | +2.3% |
| YTD | +15.4% | -23.0% | +38.4% | +16.8% |
| 1Y | +23.5% | -41.8% | +65.3% | +27.9% |
| 3Y | +93.2% | -28.8% | +122.0% | +89.4% |
| 5Y | +142.0% | -12.6% | +154.6% | +119.9% |
| All | +142.0% | -13.7% | +155.6% | +119.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling