+1,580.3%
LLY vs CBOE
+385.3%
+1,195.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -3.1% | -0.8% | -2.3% | -2.9% |
| 30D | -8.6% | +2.7% | -11.3% | -9.3% |
| 3M | -1.6% | +0.7% | -2.4% | -2.3% |
| 6M | +11.8% | -2.0% | +13.8% | +11.2% |
| YTD | +5.1% | +17.1% | -12.0% | +0.2% |
| 1Y | +50.7% | +26.5% | +24.2% | +41.0% |
| 3Y | +95.7% | +96.1% | -0.4% | +61.5% |
| 5Y | +390.2% | +149.3% | +240.9% | +275.8% |
| 10Y | +1,580.3% | +386.5% | +1,193.8% | +891.6% |
| All | +1,580.3% | +385.3% | +1,195.0% | +891.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling