+2.5%
LIN vs CBOE
+29.2%
-26.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -2.1% | -3.6% | +1.5% | -1.9% |
| 30D | -2.4% | +5.1% | -7.5% | -2.9% |
| 3M | -5.6% | +4.6% | -10.2% | -6.5% |
| 6M | -3.4% | -0.3% | -3.1% | -4.6% |
| YTD | +13.1% | +19.8% | -6.6% | +8.8% |
| 1Y | +2.5% | +28.4% | -25.9% | -3.1% |
| All | +2.5% | +29.2% | -26.7% | -3.1% |
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 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