+5.2%
LOW vs CBOE
+136.7%
-131.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +0.3% |
| 7D | -3.7% | -5.8% | +2.1% | -3.4% |
| 30D | -8.9% | -3.1% | -5.7% | -8.7% |
| 3M | -10.4% | -4.8% | -5.7% | -10.1% |
| 6M | -19.4% | -0.6% | -18.8% | -19.9% |
| YTD | -17.1% | +12.8% | -29.9% | -19.1% |
| 1Y | -26.3% | +19.8% | -46.0% | -28.7% |
| 3Y | -9.9% | +86.9% | -96.8% | -22.6% |
| All | +5.2% | +136.7% | -131.4% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling