-0.1%
LEN vs BAM
+71.9%
-72.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.4% | -0.4% | -2.6% |
| 7D | -2.9% | -1.6% | -1.3% | -2.3% |
| 30D | -8.9% | -6.0% | -2.9% | -6.7% |
| 3M | -10.9% | +7.3% | -18.2% | -13.3% |
| 6M | -19.7% | +8.2% | -27.9% | -22.1% |
| YTD | -20.6% | -3.8% | -16.7% | -20.1% |
| 1Y | -42.4% | -10.7% | -31.7% | -40.8% |
| 3Y | -26.5% | +55.3% | -81.9% | -42.0% |
| All | -0.1% | +71.9% | -72.0% | -23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling