+1,795.0%
LSCC vs CBOE
+385.3%
+1,409.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.6% |
| 7D | +5.2% | -4.6% | +9.8% | +5.7% |
| 30D | -9.6% | +2.6% | -12.3% | -10.0% |
| 3M | -17.8% | +4.9% | -22.7% | -18.7% |
| 6M | +37.4% | -2.2% | +39.6% | +36.8% |
| YTD | +59.7% | +17.7% | +42.0% | +53.6% |
| 1Y | +76.2% | +26.1% | +50.1% | +66.9% |
| 3Y | +28.2% | +97.1% | -68.9% | +3.8% |
| 5Y | +87.2% | +149.2% | -62.0% | +38.8% |
| 10Y | +1,795.0% | +385.1% | +1,409.9% | +1,161.8% |
| All | +1,795.0% | +385.3% | +1,409.7% | +1,161.8% |
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