+63.5%
LH vs BAM
+71.9%
-8.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | 0.0% |
| 7D | -0.8% | -1.6% | +0.8% | -0.6% |
| 30D | +2.0% | -6.0% | +8.0% | +3.1% |
| 3M | +24.3% | +7.3% | +16.9% | +22.3% |
| 6M | +21.1% | +8.2% | +12.8% | +18.7% |
| YTD | +30.4% | -3.8% | +34.3% | +30.6% |
| 1Y | +18.4% | -10.7% | +29.1% | +20.0% |
| 3Y | +65.5% | +55.3% | +10.1% | +47.8% |
| All | +63.5% | +71.9% | -8.3% | +42.7% |
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