+1,267.0%
CBOE vs LII
+887.1%
+380.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.5% |
| 7D | +1.0% | -1.2% | +2.2% | +1.2% |
| 30D | +16.0% | -2.0% | +17.9% | +16.2% |
| 3M | +23.4% | -20.2% | +43.7% | +28.0% |
| 6M | +1.7% | -32.5% | +34.2% | +7.4% |
| YTD | +41.6% | -27.4% | +69.0% | +46.1% |
| 1Y | +38.5% | -28.2% | +66.6% | +43.0% |
| 3Y | +105.7% | -7.2% | +113.0% | +91.1% |
| 5Y | +185.4% | +19.9% | +165.5% | +140.8% |
| 10Y | +504.1% | +168.6% | +335.5% | +290.0% |
| All | +1,267.0% | +887.1% | +380.0% | +490.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling