+358.4%
LIN vs BX
+686.2%
-327.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.4% |
| 7D | -3.5% | -2.0% | -1.5% | -2.9% |
| 30D | -4.1% | -2.3% | -1.8% | -3.6% |
| 3M | -6.4% | +18.5% | -24.9% | -11.7% |
| 6M | -2.4% | +23.7% | -26.1% | -10.0% |
| YTD | +10.9% | -10.4% | +21.3% | +12.9% |
| 1Y | 0.0% | -19.6% | +19.6% | +5.1% |
| 3Y | +25.8% | +30.8% | -5.0% | +7.0% |
| 5Y | +60.8% | +24.3% | +36.5% | +31.6% |
| 10Y | +358.4% | +679.5% | -321.1% | +89.3% |
| All | +358.4% | +686.2% | -327.9% | +89.3% |
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