+19.9%
LHX vs BAM
+67.8%
-47.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.7% |
| 7D | -3.7% | -3.9% | +0.2% | -3.1% |
| 30D | -13.2% | -8.8% | -4.3% | -11.9% |
| 3M | -18.4% | +2.2% | -20.5% | -18.8% |
| 6M | -32.0% | +5.9% | -37.9% | -32.8% |
| YTD | -13.6% | -6.1% | -7.5% | -13.2% |
| 1Y | -6.0% | -11.6% | +5.7% | -4.6% |
| 3Y | +57.9% | +51.7% | +6.3% | +41.5% |
| All | +19.9% | +67.8% | -47.9% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling