+613.0%
LNT vs CBOE
+1,020.3%
-407.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +0.2% | -0.8% | +0.9% | +0.3% |
| 30D | -0.5% | +2.7% | -3.2% | -1.2% |
| 3M | -5.5% | +0.7% | -6.2% | -6.2% |
| 6M | -3.8% | -2.0% | -1.8% | -4.5% |
| YTD | +6.8% | +17.1% | -10.3% | +1.6% |
| 1Y | +9.3% | +26.5% | -17.2% | +1.9% |
| 3Y | +47.9% | +96.1% | -48.2% | +23.5% |
| 5Y | +31.6% | +149.3% | -117.7% | +2.9% |
| 10Y | +150.1% | +386.5% | -236.4% | +66.8% |
| All | +613.0% | +1,020.3% | -407.3% | +267.9% |
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