+64.5%
LH vs BAM
+78.0%
-13.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -2.5% | -2.0% | -0.5% | -2.1% |
| 30D | +4.3% | -2.9% | +7.3% | +4.8% |
| 3M | +25.5% | +9.4% | +16.1% | +23.1% |
| 6M | +17.0% | +10.8% | +6.2% | +14.2% |
| YTD | +31.3% | -0.4% | +31.7% | +30.5% |
| 1Y | +20.0% | -10.9% | +30.8% | +21.8% |
| 3Y | +63.9% | +61.3% | +2.6% | +45.3% |
| All | +64.5% | +78.0% | -13.4% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling