+144.2%
LNT vs CBOE
+368.5%
-224.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.3% | +0.5% |
| 7D | -1.0% | -5.8% | +4.8% | +0.3% |
| 30D | -4.2% | -3.1% | -1.1% | -3.7% |
| 3M | -6.7% | -4.8% | -1.9% | -6.1% |
| 6M | -3.6% | -0.6% | -3.0% | -4.8% |
| YTD | +5.9% | +12.8% | -6.9% | +1.0% |
| 1Y | +7.3% | +19.8% | -12.5% | +0.5% |
| 3Y | +46.5% | +86.9% | -40.5% | +20.9% |
| 5Y | +32.5% | +136.5% | -104.1% | +1.5% |
| All | +144.2% | +368.5% | -224.3% | +87.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling