+714.2%
LIN vs CBOE
+1,045.3%
-331.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | -3.6% | +1.5% | -1.3% |
| 30D | -2.4% | +5.1% | -7.5% | -3.7% |
| 3M | -5.6% | +4.6% | -10.2% | -7.3% |
| 6M | -3.4% | -0.3% | -3.1% | -4.5% |
| YTD | +13.1% | +19.8% | -6.6% | +6.7% |
| 1Y | +2.5% | +28.4% | -25.9% | -5.1% |
| 3Y | +27.6% | +104.1% | -76.5% | +3.5% |
| 5Y | +63.0% | +150.9% | -87.9% | +24.1% |
| 10Y | +359.3% | +393.5% | -34.2% | +190.2% |
| All | +714.2% | +1,045.3% | -331.1% | +280.8% |
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 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