+36.6%
LII vs BAM
+84.8%
-48.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.6% |
| 7D | -2.3% | -2.9% | +0.6% | -1.1% |
| 30D | -1.7% | +14.7% | -16.4% | -7.5% |
| 3M | -18.3% | -4.1% | -14.1% | -17.0% |
| 6M | -32.3% | +9.6% | -41.9% | -35.3% |
| YTD | -27.1% | +3.4% | -30.5% | -29.0% |
| 1Y | -27.2% | +1.0% | -28.2% | -28.5% |
| 3Y | -8.9% | +88.2% | -97.1% | -32.6% |
| All | +36.6% | +84.8% | -48.2% | +0.4% |
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 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