+4,880.0%
LLY vs CBOE
+1,045.3%
+3,834.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -2.1% | -3.6% | +1.5% | -1.5% |
| 30D | -1.6% | +5.1% | -6.7% | -2.7% |
| 3M | +2.3% | +4.6% | -2.3% | +0.8% |
| 6M | +14.9% | -0.3% | +15.1% | +13.8% |
| YTD | +7.5% | +19.8% | -12.3% | +2.3% |
| 1Y | +55.7% | +28.4% | +27.3% | +45.9% |
| 3Y | +110.6% | +104.1% | +6.5% | +75.6% |
| 5Y | +363.4% | +150.9% | +212.5% | +265.6% |
| 10Y | +1,649.0% | +393.5% | +1,255.5% | +1,069.5% |
| All | +4,880.0% | +1,045.3% | +3,834.7% | +2,654.7% |
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