+61.9%
LIN vs CBOE
+149.4%
-87.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -2.1% | -3.6% | +1.5% | -1.5% |
| 30D | -2.4% | +5.1% | -7.5% | -3.4% |
| 3M | -5.6% | +4.6% | -10.2% | -7.0% |
| 6M | -3.4% | -0.3% | -3.1% | -4.4% |
| YTD | +13.1% | +19.8% | -6.6% | +7.2% |
| 1Y | +2.5% | +28.4% | -25.9% | -4.6% |
| 3Y | +27.6% | +104.1% | -76.5% | +1.6% |
| All | +61.9% | +149.4% | -87.5% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling