+158.9%
LVS vs CBOE
+1,020.3%
-861.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -2.7% | -0.8% | -2.0% | -2.5% |
| 30D | -4.7% | +2.7% | -7.4% | -5.6% |
| 3M | -15.6% | +0.7% | -16.3% | -16.4% |
| 6M | -18.6% | -2.0% | -16.7% | -19.8% |
| YTD | -32.3% | +17.1% | -49.4% | -37.0% |
| 1Y | -18.0% | +26.5% | -44.5% | -25.9% |
| 3Y | -5.8% | +96.1% | -102.0% | -28.4% |
| 5Y | +5.7% | +149.3% | -143.6% | -27.2% |
| 10Y | 0.0% | +386.5% | -386.5% | -49.2% |
| All | +158.9% | +1,020.3% | -861.4% | -21.6% |
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