+835.5%
LIN vs BX
+927.0%
-91.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | -0.7% |
| 7D | -2.1% | -4.4% | +2.3% | -0.9% |
| 30D | -2.4% | +0.1% | -2.5% | -2.6% |
| 3M | -5.6% | +16.0% | -21.6% | -9.8% |
| 6M | -3.4% | +21.6% | -25.0% | -9.6% |
| YTD | +13.1% | -8.9% | +22.0% | +14.1% |
| 1Y | +2.5% | -16.6% | +19.1% | +5.7% |
| 3Y | +27.6% | +43.3% | -15.7% | +9.4% |
| 5Y | +63.0% | +25.7% | +37.3% | +39.3% |
| 10Y | +359.3% | +689.5% | -330.2% | +131.2% |
| All | +835.5% | +927.0% | -91.5% | +245.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling