+901.5%
LITE vs CBOE
+149.4%
+752.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -1.5% | -3.6% | +2.1% | -2.4% |
| 30D | +6.7% | +5.1% | +1.6% | +8.0% |
| 3M | -6.8% | +4.6% | -11.4% | -4.9% |
| 6M | +29.4% | -0.3% | +29.7% | +31.9% |
| YTD | +139.1% | +19.8% | +119.3% | +155.2% |
| 1Y | +521.0% | +28.4% | +492.6% | +574.3% |
| 3Y | +1,535.3% | +104.1% | +1,431.2% | +1,545.3% |
| All | +901.5% | +149.4% | +752.1% | +780.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling