+4.6%
LEN vs BAM
+81.2%
-76.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -5.8% | -2.7% | -3.1% | -4.7% |
| 30D | +13.7% | +15.5% | -1.8% | +7.8% |
| 3M | -3.9% | -6.9% | +3.0% | -1.3% |
| 6M | -0.4% | +9.9% | -10.3% | -4.0% |
| YTD | -16.8% | +1.4% | -18.2% | -18.0% |
| 1Y | -29.5% | +3.3% | -32.8% | -30.9% |
| 3Y | -25.6% | +83.6% | -109.2% | -44.0% |
| All | +4.6% | +81.2% | -76.6% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling