+1,499.9%
LITE vs CBOE
+513.5%
+986.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.4% | -5.2% | -1.6% |
| 7D | -13.9% | +6.0% | -19.9% | -13.7% |
| 30D | -46.9% | +19.9% | -66.9% | -46.7% |
| 3M | -28.0% | +28.4% | -56.4% | -27.7% |
| 6M | -35.2% | +5.2% | -40.4% | -34.5% |
| YTD | +58.9% | +46.4% | +12.5% | +57.4% |
| 1Y | +125.3% | +41.8% | +83.5% | +123.7% |
| 3Y | +1,344.4% | +114.4% | +1,230.0% | +1,218.1% |
| 5Y | +541.2% | +202.9% | +338.3% | +428.7% |
| All | +1,499.9% | +513.5% | +986.4% | +951.5% |
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