+555.0%
LITE vs CBOE
+26.4%
+528.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.7% | +12.7% | +10.2% |
| 7D | +12.6% | -4.6% | +17.3% | +10.3% |
| 30D | +9.9% | +2.6% | +7.3% | +11.1% |
| 3M | +9.3% | +4.9% | +4.4% | +13.4% |
| 6M | +75.2% | -2.2% | +77.4% | +82.0% |
| YTD | +165.5% | +17.7% | +147.8% | +241.1% |
| 1Y | +555.0% | +26.1% | +528.9% | +820.8% |
| All | +555.0% | +26.4% | +528.6% | +820.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling