+1,379.1%
LSCC vs CBOE
+526.1%
+853.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.1% | +8.6% | +8.5% |
| 7D | +19.3% | +1.0% | +18.3% | +19.2% |
| 30D | -9.6% | +16.0% | -25.6% | -11.0% |
| 3M | -12.4% | +23.4% | -35.9% | -14.4% |
| 6M | -10.5% | +1.7% | -12.2% | -10.4% |
| YTD | +54.8% | +41.6% | +13.2% | +45.9% |
| 1Y | +79.4% | +38.5% | +40.9% | +69.7% |
| 3Y | +109.6% | +105.7% | +3.8% | +74.4% |
| 5Y | +40.4% | +185.4% | -145.1% | +2.7% |
| 10Y | +1,379.1% | +504.1% | +875.0% | +769.8% |
| All | +1,379.1% | +526.1% | +853.0% | +769.8% |
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