+32.4%
LHX vs BAM
+84.8%
-52.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +0.5% |
| 7D | +6.5% | -2.9% | +9.4% | +7.0% |
| 30D | +16.1% | +14.7% | +1.4% | +13.4% |
| 3M | -2.8% | -4.1% | +1.3% | -2.4% |
| 6M | -7.7% | +9.6% | -17.3% | -9.4% |
| YTD | -4.6% | +3.4% | -8.0% | -5.8% |
| 1Y | -6.8% | +1.0% | -7.8% | -7.6% |
| 3Y | +60.8% | +88.2% | -27.4% | +38.8% |
| All | +32.4% | +84.8% | -52.4% | +14.4% |
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