+69.8%
LSCC vs CBOE
+38.8%
+31.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.1% | +8.6% | +8.4% |
| 7D | +19.3% | +1.0% | +18.3% | +20.1% |
| 30D | -9.6% | +16.0% | -25.6% | -3.2% |
| 3M | -12.4% | +23.4% | -35.9% | -3.8% |
| 6M | -10.5% | +1.7% | -12.2% | -6.4% |
| YTD | +54.8% | +41.6% | +13.2% | +108.5% |
| All | +69.8% | +38.8% | +31.0% | +126.6% |
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 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