+2,284.8%
LSCC vs CBOE
+1,045.3%
+1,239.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.3% | -3.6% | +4.9% | +2.0% |
| 30D | -9.7% | +5.1% | -14.7% | -10.7% |
| 3M | -23.7% | +4.6% | -28.3% | -25.1% |
| 6M | +26.5% | -0.3% | +26.7% | +24.6% |
| YTD | +57.5% | +19.8% | +37.8% | +47.6% |
| 1Y | +75.7% | +28.4% | +47.3% | +61.0% |
| 3Y | +19.5% | +104.1% | -84.6% | -9.3% |
| 5Y | +83.8% | +150.9% | -67.1% | +28.6% |
| 10Y | +1,772.4% | +393.5% | +1,378.9% | +868.2% |
| All | +2,284.8% | +1,045.3% | +1,239.5% | +654.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling