+1,033.1%
LOW vs CBOE
+1,025.9%
+7.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.4% |
| 7D | +0.4% | -4.6% | +5.0% | +1.5% |
| 30D | -10.1% | +2.6% | -12.7% | -10.8% |
| 3M | -2.9% | +4.9% | -7.8% | -4.7% |
| 6M | -19.4% | -2.2% | -17.2% | -20.2% |
| YTD | -15.4% | +17.7% | -33.2% | -20.4% |
| 1Y | -24.9% | +26.1% | -51.0% | -30.8% |
| 3Y | -7.8% | +97.1% | -104.9% | -26.8% |
| 5Y | +8.4% | +149.2% | -140.8% | -20.8% |
| 10Y | +226.8% | +385.1% | -158.3% | +92.6% |
| All | +1,033.1% | +1,025.9% | +7.2% | +410.6% |
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