+144.1%
CBOE vs LTH
+150.3%
-6.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | -3.7% | -3.7% | 0.0% | -3.5% |
| 30D | +2.0% | -5.3% | +7.3% | +2.2% |
| 3M | -4.2% | +24.2% | -28.4% | -5.1% |
| 6M | +1.2% | +54.8% | -53.7% | -0.6% |
| YTD | +15.4% | +56.1% | -40.7% | +13.2% |
| 1Y | +23.5% | +45.5% | -22.0% | +21.5% |
| 3Y | +93.2% | +155.9% | -62.7% | +83.8% |
| All | +144.1% | +150.3% | -6.2% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling