+149.2%
CBOE vs LII
+25.8%
+123.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.7% |
| 7D | -4.6% | +2.1% | -6.7% | -4.7% |
| 30D | +2.6% | -12.4% | +15.1% | +2.8% |
| 3M | +4.9% | -24.8% | +29.7% | +5.2% |
| 6M | -2.2% | -25.2% | +23.0% | -2.0% |
| YTD | +17.7% | -20.3% | +38.0% | +17.2% |
| 1Y | +26.1% | -32.9% | +59.0% | +27.0% |
| 3Y | +97.1% | +2.0% | +95.1% | +82.5% |
| 5Y | +149.2% | +24.4% | +124.7% | +115.3% |
| All | +149.2% | +25.8% | +123.4% | +115.3% |
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 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