+1,036.7%
CBOE vs LH
+403.2%
+633.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -4.6% | -0.8% | -3.8% | -4.5% |
| 30D | +2.6% | +2.0% | +0.6% | +2.1% |
| 3M | +4.9% | +24.3% | -19.3% | -1.1% |
| 6M | -2.2% | +21.1% | -23.2% | -7.3% |
| YTD | +17.7% | +30.4% | -12.7% | +9.0% |
| 1Y | +26.1% | +18.4% | +7.7% | +19.6% |
| 3Y | +97.1% | +65.5% | +31.6% | +67.5% |
| 5Y | +149.2% | +29.9% | +119.3% | +124.4% |
| 10Y | +385.1% | +186.6% | +198.4% | +224.6% |
| All | +1,036.7% | +403.2% | +633.4% | +513.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling