+1,056.2%
CBOE vs LII
+998.9%
+57.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -3.6% | -0.7% | -2.9% | -3.5% |
| 30D | +5.1% | -12.6% | +17.7% | +7.5% |
| 3M | +4.6% | -24.4% | +29.0% | +8.7% |
| 6M | -0.3% | -28.7% | +28.4% | +4.2% |
| YTD | +19.8% | -19.1% | +38.9% | +21.5% |
| 1Y | +28.4% | -29.7% | +58.1% | +33.6% |
| 3Y | +104.1% | +4.8% | +99.3% | +85.2% |
| 5Y | +150.9% | +24.6% | +126.3% | +112.2% |
| 10Y | +393.5% | +169.2% | +224.3% | +222.1% |
| All | +1,056.2% | +998.9% | +57.4% | +391.2% |
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