+222.0%
LHX vs CBOE
+368.5%
-146.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.6% |
| 7D | -4.3% | -5.8% | +1.6% | -2.9% |
| 30D | -15.1% | -3.1% | -12.0% | -14.6% |
| 3M | -21.0% | -4.8% | -16.2% | -20.5% |
| 6M | -32.0% | -0.6% | -31.4% | -32.9% |
| YTD | -15.3% | +12.8% | -28.1% | -19.4% |
| 1Y | -11.1% | +19.8% | -30.8% | -16.9% |
| 3Y | +54.0% | +86.9% | -32.9% | +24.7% |
| 5Y | +17.1% | +136.5% | -119.4% | -12.8% |
| All | +222.0% | +368.5% | -146.5% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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