+562.5%
LITE vs CBOE
+202.6%
+359.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.8% | -6.3% | -3.9% |
| 7D | +10.8% | +6.3% | +4.5% | +13.2% |
| 30D | -33.4% | +24.9% | -58.4% | -27.6% |
| 3M | -32.2% | +28.5% | -60.7% | -25.8% |
| 6M | -42.1% | +2.9% | -45.0% | -39.2% |
| YTD | +61.9% | +50.7% | +11.2% | +88.8% |
| 1Y | +163.0% | +45.5% | +117.5% | +204.7% |
| 3Y | +1,358.0% | +116.3% | +1,241.7% | +1,610.3% |
| All | +562.5% | +202.6% | +359.8% | +541.1% |
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