+14.6%
LEN vs BAM
+90.5%
-76.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +2.3% |
| 7D | +0.6% | +5.3% | -4.6% | -1.4% |
| 30D | +19.4% | +18.1% | +1.3% | +12.0% |
| 3M | +4.5% | +4.2% | +0.3% | +2.7% |
| 6M | +4.9% | +11.1% | -6.2% | +0.4% |
| YTD | -8.9% | +6.6% | -15.5% | -12.0% |
| 1Y | -23.0% | +6.2% | -29.2% | -25.5% |
| 3Y | -16.7% | +95.0% | -111.7% | -38.8% |
| All | +14.6% | +90.5% | -76.0% | -15.3% |
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