+82.0%
LSCC vs CBOE
+149.4%
-67.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.3% | -3.6% | +4.9% | +1.0% |
| 30D | -9.7% | +5.1% | -14.7% | -9.3% |
| 3M | -23.7% | +4.6% | -28.3% | -23.2% |
| 6M | +26.5% | -0.3% | +26.7% | +27.6% |
| YTD | +57.5% | +19.8% | +37.8% | +59.1% |
| 1Y | +75.7% | +28.4% | +47.3% | +76.8% |
| 3Y | +19.5% | +104.1% | -84.6% | -2.1% |
| All | +82.0% | +149.4% | -67.4% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling