+30.4%
LHX vs BAM
+81.2%
-50.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +4.8% | -2.7% | +7.5% | +5.2% |
| 30D | +14.7% | +15.5% | -0.8% | +11.8% |
| 3M | -5.1% | -6.9% | +1.7% | -4.2% |
| 6M | -9.9% | +9.9% | -19.8% | -11.6% |
| YTD | -6.1% | +1.4% | -7.5% | -6.9% |
| 1Y | -4.0% | +3.3% | -7.3% | -5.2% |
| 3Y | +56.9% | +83.6% | -26.7% | +36.0% |
| All | +30.4% | +81.2% | -50.8% | +13.0% |
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