-25.6%
LEN vs BAM
+85.2%
-110.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.2% |
| 7D | -8.7% | -2.0% | -6.7% | -7.9% |
| 30D | +11.6% | +13.7% | -2.1% | +6.0% |
| 3M | -1.3% | -4.8% | +3.5% | +0.6% |
| 6M | -1.4% | +7.6% | -9.0% | -4.5% |
| YTD | -16.9% | +1.2% | -18.0% | -18.1% |
| 1Y | -31.2% | -2.3% | -28.9% | -31.3% |
| All | -25.6% | +85.2% | -110.8% | -50.1% |
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