+417.3%
LIN vs BX
+700.3%
-283.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | -0.2% |
| 7D | +0.1% | +3.3% | -3.1% | -0.9% |
| 30D | +7.6% | +9.6% | -2.0% | +4.3% |
| 3M | +6.5% | -8.7% | +15.2% | +8.9% |
| 6M | +6.2% | +2.2% | +4.0% | +4.1% |
| YTD | +23.2% | -16.2% | +39.4% | +27.4% |
| 1Y | +25.4% | -11.5% | +36.9% | +27.1% |
| 3Y | +38.3% | +41.0% | -2.7% | +13.8% |
| 5Y | +64.4% | +1.1% | +63.3% | +45.8% |
| 10Y | +417.3% | +710.1% | -292.8% | +110.7% |
| All | +417.3% | +700.3% | -283.0% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 10y: compounded portfolio wealth divided by compounded BX 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…
10y analysis · Full analysis span regression · 6 months rolling