+638.5%
LHX vs CBOE
+1,020.3%
-381.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -3.7% | -0.8% | -2.9% | -3.5% |
| 30D | -13.2% | +2.7% | -15.8% | -14.0% |
| 3M | -18.4% | +0.7% | -19.1% | -19.1% |
| 6M | -32.0% | -2.0% | -30.0% | -32.6% |
| YTD | -13.6% | +17.1% | -30.8% | -18.9% |
| 1Y | -6.0% | +26.5% | -32.5% | -13.9% |
| 3Y | +57.9% | +96.1% | -38.2% | +24.7% |
| 5Y | +19.2% | +149.3% | -130.1% | -13.9% |
| 10Y | +232.3% | +386.5% | -154.2% | +83.9% |
| All | +638.5% | +1,020.3% | -381.8% | +171.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling