+472.7%
LLY vs CBOE
+204.4%
+268.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | +1.4% | +6.9% | -5.6% | +0.5% |
| 30D | +21.5% | +24.1% | -2.6% | +18.2% |
| 3M | +18.5% | +30.9% | -12.5% | +14.3% |
| 6M | +49.1% | +5.9% | +43.3% | +48.6% |
| YTD | +34.4% | +48.2% | -13.8% | +25.8% |
| 1Y | +46.3% | +43.5% | +2.8% | +37.8% |
| 3Y | +145.5% | +117.0% | +28.5% | +106.9% |
| 5Y | +472.7% | +203.4% | +269.3% | +319.0% |
| All | +472.7% | +204.4% | +268.3% | +319.0% |
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