+146.1%
LITE vs CBOE
+42.5%
+103.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.7% |
| 7D | +22.6% | +4.5% | +18.1% | +25.5% |
| 30D | -36.8% | +26.2% | -63.0% | -28.4% |
| 3M | -33.0% | +27.1% | -60.1% | -24.2% |
| 6M | -37.1% | +4.2% | -41.2% | -33.4% |
| YTD | +69.5% | +48.0% | +21.4% | +158.9% |
| 1Y | +146.1% | +42.4% | +103.7% | +273.7% |
| All | +146.1% | +42.5% | +103.6% | +273.7% |
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