+227.5%
LOW vs CBOE
+368.5%
-141.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +0.6% |
| 7D | -3.7% | -5.8% | +2.1% | -2.4% |
| 30D | -8.9% | -3.1% | -5.7% | -8.3% |
| 3M | -10.4% | -4.8% | -5.7% | -10.0% |
| 6M | -19.4% | -0.6% | -18.8% | -20.7% |
| YTD | -17.1% | +12.8% | -29.9% | -21.5% |
| 1Y | -26.3% | +19.8% | -46.0% | -31.5% |
| 3Y | -9.9% | +86.9% | -96.8% | -29.2% |
| 5Y | +6.1% | +136.5% | -130.4% | -24.5% |
| All | +227.5% | +368.5% | -141.0% | +68.1% |
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