+778.5%
LIN vs CBOE
+1,256.0%
-477.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +0.2% | +5.3% | -5.1% | -1.0% |
| 30D | +6.5% | +25.5% | -19.0% | +0.9% |
| 3M | +5.5% | +22.5% | -17.0% | +0.2% |
| 6M | +3.3% | +2.6% | +0.7% | +1.6% |
| YTD | +22.0% | +41.8% | -19.8% | +10.4% |
| 1Y | +25.7% | +40.9% | -15.1% | +13.9% |
| 3Y | +36.2% | +108.7% | -72.5% | +10.2% |
| 5Y | +66.1% | +181.4% | -115.3% | +23.0% |
| 10Y | +431.0% | +531.6% | -100.6% | +216.6% |
| All | +778.5% | +1,256.0% | -477.5% | +294.1% |
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 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