+18.9%
LHX vs BAM
+66.1%
-47.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -4.8% | -6.1% | +1.3% | -3.8% |
| 30D | -12.7% | -13.8% | +1.1% | -10.7% |
| 3M | -17.6% | +4.4% | -22.0% | -18.3% |
| 6M | -30.7% | +6.4% | -37.1% | -31.6% |
| YTD | -14.3% | -7.1% | -7.3% | -13.8% |
| 1Y | -8.4% | -11.8% | +3.4% | -7.1% |
| 3Y | +56.7% | +50.2% | +6.5% | +40.6% |
| All | +18.9% | +66.1% | -47.2% | +4.7% |
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