+386.5%
CBOE vs LII
+163.1%
+223.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.2% |
| 7D | -0.8% | +0.5% | -1.2% | -0.8% |
| 30D | +2.7% | -11.2% | +13.9% | +4.2% |
| 3M | +0.7% | -28.8% | +29.5% | +4.4% |
| 6M | -2.0% | -26.9% | +24.9% | +0.7% |
| YTD | +17.1% | -22.2% | +39.3% | +18.7% |
| 1Y | +26.5% | -32.0% | +58.5% | +31.0% |
| 3Y | +96.1% | -0.4% | +96.6% | +78.6% |
| 5Y | +149.3% | +22.4% | +126.9% | +109.9% |
| 10Y | +386.5% | +171.4% | +215.1% | +213.3% |
| All | +386.5% | +163.1% | +223.4% | +213.3% |
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