+787.1%
LIN vs CBOE
+1,254.1%
-467.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +0.1% | +1.0% | -0.9% | -0.1% |
| 30D | +7.6% | +16.0% | -8.4% | +3.8% |
| 3M | +6.5% | +23.4% | -16.9% | +1.0% |
| 6M | +6.2% | +1.7% | +4.5% | +4.7% |
| YTD | +23.2% | +41.6% | -18.4% | +11.5% |
| 1Y | +25.4% | +38.5% | -13.1% | +14.1% |
| 3Y | +38.3% | +105.7% | -67.5% | +12.3% |
| 5Y | +64.4% | +185.4% | -121.0% | +21.4% |
| 10Y | +417.3% | +504.1% | -86.8% | +211.5% |
| All | +787.1% | +1,254.1% | -467.0% | +298.1% |
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