+1,313.7%
CBOE vs LII
+882.7%
+430.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.9% | +3.5% |
| 7D | +6.0% | +0.4% | +5.5% | +5.8% |
| 30D | +19.9% | -2.4% | +22.3% | +20.2% |
| 3M | +28.4% | -17.5% | +45.8% | +32.3% |
| 6M | +5.2% | -32.8% | +38.0% | +11.1% |
| YTD | +46.4% | -27.7% | +74.1% | +51.1% |
| 1Y | +41.8% | -28.1% | +69.9% | +46.4% |
| 3Y | +114.4% | -9.7% | +124.1% | +100.5% |
| 5Y | +202.9% | +19.5% | +183.4% | +155.7% |
| 10Y | +511.3% | +170.6% | +340.7% | +293.7% |
| All | +1,313.7% | +882.7% | +430.9% | +511.1% |
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