+104.8%
LSCC vs CBOE
+119.7%
-14.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.8% | -7.2% | -4.6% |
| 7D | +7.0% | +6.3% | +0.7% | +10.3% |
| 30D | -2.3% | +24.9% | -27.2% | +9.7% |
| 3M | -12.5% | +28.5% | -41.0% | -0.1% |
| 6M | -10.6% | +2.9% | -13.5% | -7.2% |
| YTD | +52.7% | +50.7% | +2.0% | +99.1% |
| 1Y | +74.0% | +45.5% | +28.5% | +122.8% |
| 3Y | +104.8% | +116.3% | -11.5% | +228.7% |
| All | +104.8% | +119.7% | -14.9% | +228.7% |
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