+361.5%
LLY vs CBOE
+151.5%
+210.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.0% |
| 7D | -3.1% | -4.6% | +1.5% | -2.5% |
| 30D | -5.1% | +2.6% | -7.7% | -5.5% |
| 3M | -2.1% | +4.9% | -7.0% | -2.9% |
| 6M | +13.8% | -2.2% | +16.0% | +13.8% |
| YTD | +5.1% | +17.7% | -12.6% | +1.4% |
| 1Y | +53.1% | +26.1% | +27.0% | +45.5% |
| 3Y | +95.6% | +97.1% | -1.5% | +61.9% |
| 5Y | +361.5% | +149.2% | +212.3% | +238.3% |
| All | +361.5% | +151.5% | +210.0% | +238.3% |
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