+185.4%
CBOE vs LII
+23.0%
+162.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.2% |
| 7D | +1.0% | -1.2% | +2.2% | +1.0% |
| 30D | +16.0% | -2.0% | +17.9% | +16.0% |
| 3M | +23.4% | -20.2% | +43.7% | +23.8% |
| 6M | +1.7% | -32.5% | +34.2% | +2.1% |
| YTD | +41.6% | -27.4% | +69.0% | +41.1% |
| 1Y | +38.5% | -28.2% | +66.6% | +38.1% |
| 3Y | +105.7% | -7.2% | +113.0% | +90.9% |
| 5Y | +185.4% | +19.9% | +165.5% | +156.9% |
| All | +185.4% | +23.0% | +162.4% | +156.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling