+1,490.3%
LSCC vs CBOE
+520.8%
+969.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.2% | +9.2% | +10.3% |
| 7D | +14.5% | +6.9% | +7.5% | +13.9% |
| 30D | -0.1% | +24.1% | -24.2% | -2.1% |
| 3M | -2.7% | +30.9% | -33.6% | -5.3% |
| 6M | -4.8% | +5.9% | -10.7% | -5.0% |
| YTD | +66.9% | +48.2% | +18.7% | +56.7% |
| 1Y | +85.8% | +43.5% | +42.4% | +75.5% |
| 3Y | +115.6% | +117.0% | -1.4% | +78.2% |
| 5Y | +48.8% | +203.4% | -154.5% | +8.0% |
| 10Y | +1,490.3% | +515.9% | +974.4% | +830.9% |
| All | +1,490.3% | +520.8% | +969.4% | +830.9% |
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 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