+19.8%
CBOE vs LH
+14.9%
+4.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.2% |
| 7D | -5.8% | -4.7% | -1.1% | -5.8% |
| 30D | -3.1% | -3.5% | +0.3% | -3.1% |
| 3M | -4.8% | +17.7% | -22.5% | -5.5% |
| 6M | -0.6% | +15.8% | -16.3% | -1.2% |
| YTD | +12.8% | +25.1% | -12.3% | +10.1% |
| 1Y | +19.8% | +12.5% | +7.3% | +18.7% |
| All | +19.8% | +14.9% | +4.9% | +18.7% |
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