-29.6%
LEN vs BAM
+2.1%
-31.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | +0.5% |
| 7D | -6.4% | -2.9% | -3.5% | -4.9% |
| 30D | +15.6% | +14.7% | +1.0% | +8.4% |
| 3M | -0.8% | -4.1% | +3.4% | +0.2% |
| 6M | +0.4% | +9.6% | -9.2% | -4.4% |
| YTD | -14.1% | +3.4% | -17.6% | -17.3% |
| 1Y | -29.6% | +1.0% | -30.7% | -31.4% |
| All | -29.6% | +2.1% | -31.8% | -31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling