+508.0%
CBOE vs LII
+166.1%
+341.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +4.5% | -0.2% | +4.7% | +4.5% |
| 30D | +26.2% | -0.6% | +26.8% | +26.2% |
| 3M | +27.1% | -17.0% | +44.1% | +30.0% |
| 6M | +4.2% | -31.1% | +35.3% | +8.1% |
| YTD | +48.0% | -27.7% | +75.7% | +51.2% |
| 1Y | +42.4% | -26.2% | +68.6% | +44.8% |
| 3Y | +116.8% | -9.6% | +126.5% | +100.7% |
| 5Y | +199.0% | +15.7% | +183.4% | +152.6% |
| All | +508.0% | +166.1% | +341.9% | +297.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling