+431.5%
LIN vs BX
+659.0%
-227.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | +2.1% | +0.6% | +1.5% | +1.9% |
| 30D | +6.8% | +14.2% | -7.5% | +2.2% |
| 3M | +10.4% | -18.7% | +29.1% | +17.0% |
| 6M | +3.2% | +2.5% | +0.7% | +1.1% |
| YTD | +24.6% | -18.8% | +43.4% | +30.0% |
| 1Y | +24.4% | -10.3% | +34.7% | +25.4% |
| 3Y | +36.7% | +35.4% | +1.4% | +13.9% |
| 5Y | +67.0% | +0.3% | +66.8% | +48.1% |
| All | +431.5% | +659.0% | -227.5% | +119.8% |
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