+2,502.5%
LITE vs CBOE
+385.3%
+2,117.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.7% | +12.7% | +11.0% |
| 7D | +12.6% | -4.6% | +17.3% | +12.6% |
| 30D | +9.9% | +2.6% | +7.3% | +9.9% |
| 3M | +9.3% | +4.9% | +4.4% | +9.2% |
| 6M | +75.2% | -2.2% | +77.4% | +75.0% |
| YTD | +165.5% | +17.7% | +147.8% | +161.9% |
| 1Y | +555.0% | +26.1% | +528.9% | +541.7% |
| 3Y | +1,870.5% | +97.1% | +1,773.4% | +1,630.8% |
| 5Y | +1,009.8% | +149.2% | +860.6% | +808.1% |
| 10Y | +2,502.5% | +385.1% | +2,117.4% | +1,604.8% |
| All | +2,502.5% | +385.3% | +2,117.2% | +1,604.8% |
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