+142.0%
CBOE vs LH
+23.7%
+118.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -0.9% |
| 7D | -3.7% | -7.4% | +3.7% | -2.7% |
| 30D | +2.0% | -4.6% | +6.6% | +2.6% |
| 3M | -4.2% | +14.5% | -18.8% | -6.3% |
| 6M | +1.2% | +14.8% | -13.6% | -1.1% |
| YTD | +15.4% | +23.3% | -7.9% | +11.3% |
| 1Y | +23.5% | +13.6% | +9.9% | +20.6% |
| 3Y | +93.2% | +56.3% | +36.8% | +75.6% |
| 5Y | +142.0% | +25.2% | +116.8% | +135.5% |
| All | +142.0% | +23.7% | +118.3% | +135.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling