+358.4%
LIN vs CBOE
+385.3%
-26.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.5% |
| 7D | -3.5% | -4.6% | +1.2% | -2.4% |
| 30D | -4.1% | +2.6% | -6.7% | -4.9% |
| 3M | -6.4% | +4.9% | -11.3% | -8.2% |
| 6M | -2.4% | -2.2% | -0.3% | -3.2% |
| YTD | +10.9% | +17.7% | -6.8% | +4.6% |
| 1Y | 0.0% | +26.1% | -26.1% | -7.5% |
| 3Y | +25.8% | +97.1% | -71.3% | +0.9% |
| 5Y | +60.8% | +149.2% | -88.3% | +19.0% |
| 10Y | +358.4% | +385.1% | -26.7% | +185.7% |
| All | +358.4% | +385.3% | -26.9% | +185.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling