+3,068.2%
LITE vs CBOE
+554.5%
+2,513.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | -35.9% | +5.3% | -41.2% | -35.8% |
| 30D | -51.5% | +25.5% | -77.0% | -51.3% |
| 3M | -35.7% | +22.5% | -58.2% | -35.4% |
| 6M | -43.0% | +2.6% | -45.6% | -42.4% |
| YTD | +46.1% | +41.8% | +4.3% | +45.4% |
| 1Y | +124.7% | +40.9% | +83.9% | +123.6% |
| 3Y | +1,172.1% | +108.7% | +1,063.3% | +1,079.3% |
| 5Y | +477.0% | +181.4% | +295.6% | +394.9% |
| 10Y | +1,465.7% | +531.6% | +934.1% | +1,139.6% |
| All | +3,068.2% | +554.5% | +2,513.7% | +2,765.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling