+6,084.2%
LLY vs CBOE
+1,316.0%
+4,768.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +4.6% | +4.5% | +0.1% | +3.7% |
| 30D | +22.4% | +26.2% | -3.9% | +16.9% |
| 3M | +17.1% | +27.1% | -10.0% | +11.4% |
| 6M | +44.6% | +4.2% | +40.5% | +42.5% |
| YTD | +33.5% | +48.0% | -14.6% | +21.7% |
| 1Y | +41.1% | +42.4% | -1.3% | +29.7% |
| 3Y | +143.8% | +116.8% | +26.9% | +101.9% |
| 5Y | +473.4% | +199.0% | +274.3% | +337.1% |
| 10Y | +2,035.0% | +515.4% | +1,519.6% | +1,266.1% |
| All | +6,084.2% | +1,316.0% | +4,768.3% | +3,177.0% |
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 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