0.0%
LIN vs CBOE
+26.4%
-26.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.8% |
| 7D | -3.5% | -4.6% | +1.2% | -3.1% |
| 30D | -4.1% | +2.6% | -6.7% | -4.3% |
| 3M | -6.4% | +4.9% | -11.3% | -7.4% |
| 6M | -2.4% | -2.2% | -0.3% | -3.5% |
| YTD | +10.9% | +17.7% | -6.8% | +7.0% |
| 1Y | 0.0% | +26.1% | -26.1% | -4.8% |
| All | 0.0% | +26.4% | -26.3% | -4.8% |
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