+39.0%
CBOE vs LH
+44.2%
-5.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | +0.7% |
| 7D | +7.7% | +2.1% | +5.6% | +8.0% |
| 30D | +24.4% | +19.2% | +5.3% | +26.3% |
| 3M | +20.0% | +18.0% | +2.0% | +21.9% |
| 6M | +2.4% | +46.1% | -43.7% | +4.3% |
| YTD | +38.5% | +47.7% | -9.1% | +39.5% |
| 1Y | +39.0% | +47.2% | -8.3% | +39.5% |
| All | +39.0% | +44.2% | -5.3% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling