-17.7%
LVS vs CBOE
+29.2%
-46.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.5% | -3.6% | +2.1% | -1.7% |
| 30D | -3.2% | +5.1% | -8.3% | -2.9% |
| 3M | -12.0% | +4.6% | -16.6% | -11.6% |
| 6M | -19.9% | -0.3% | -19.6% | -20.4% |
| YTD | -30.6% | +19.8% | -50.4% | -29.4% |
| 1Y | -17.7% | +28.4% | -46.1% | -15.9% |
| All | -17.7% | +29.2% | -46.9% | -15.9% |
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 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