+35.8%
LDOS vs BAM
+90.0%
-54.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.2% | -5.5% | -0.6% |
| 7D | -2.8% | +14.2% | -17.0% | -5.6% |
| 30D | +13.6% | +21.0% | -7.4% | +9.1% |
| 3M | +4.2% | +5.2% | -1.0% | +2.9% |
| 6M | -8.2% | +16.0% | -24.2% | -11.1% |
| YTD | -24.1% | +6.5% | -30.6% | -25.6% |
| 1Y | -31.2% | +4.4% | -35.6% | -32.4% |
| All | +35.8% | +90.0% | -54.2% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 3y: compounded portfolio wealth divided by compounded BAM 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…
3y analysis · Full analysis span regression · 6 months rolling