+87.0%
LH vs BAM
+85.6%
+1.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +1.1% | -2.7% | +3.7% | +1.6% |
| 30D | +16.7% | +15.5% | +1.2% | +13.3% |
| 3M | +15.1% | -6.9% | +21.9% | +16.5% |
| 6M | +46.3% | +9.9% | +36.4% | +42.8% |
| YTD | +48.8% | +1.4% | +47.4% | +47.1% |
| 1Y | +39.7% | +3.3% | +36.4% | +37.5% |
| 3Y | +87.0% | +83.6% | +3.4% | +57.9% |
| All | +87.0% | +85.6% | +1.4% | +57.9% |
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