+76.2%
LSCC vs CBOE
+26.4%
+49.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +0.8% |
| 7D | +5.2% | -4.6% | +9.8% | +3.6% |
| 30D | -9.6% | +2.6% | -12.3% | -8.7% |
| 3M | -17.8% | +4.9% | -22.7% | -15.5% |
| 6M | +37.4% | -2.2% | +39.6% | +42.8% |
| YTD | +59.7% | +17.7% | +42.0% | +93.8% |
| 1Y | +76.2% | +26.1% | +50.1% | +126.4% |
| All | +76.2% | +26.4% | +49.9% | +126.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling