+25.4%
LSCC vs CBOE
+103.4%
-78.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.3% | -3.6% | +4.9% | -0.2% |
| 30D | -9.7% | +5.1% | -14.7% | -7.6% |
| 3M | -23.7% | +4.6% | -28.3% | -21.3% |
| 6M | +26.5% | -0.3% | +26.7% | +30.0% |
| YTD | +57.5% | +19.8% | +37.8% | +81.3% |
| 1Y | +75.7% | +28.4% | +47.3% | +111.4% |
| All | +25.4% | +103.4% | -78.0% | +88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling