+967.7%
LMT vs CBOE
+1,020.3%
-52.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -1.3% | -0.8% | -0.6% | -1.2% |
| 30D | -12.5% | +2.7% | -15.2% | -13.1% |
| 3M | -0.5% | +0.7% | -1.2% | -1.2% |
| 6M | -20.0% | -2.0% | -18.1% | -20.6% |
| YTD | +10.4% | +17.1% | -6.7% | +4.9% |
| 1Y | +17.7% | +26.5% | -8.8% | +9.7% |
| 3Y | +34.3% | +96.1% | -61.9% | +11.1% |
| 5Y | +71.8% | +149.3% | -77.5% | +32.1% |
| 10Y | +187.0% | +386.5% | -199.5% | +82.8% |
| All | +967.7% | +1,020.3% | -52.6% | +430.5% |
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