+33.2%
LII vs BAM
+86.2%
-53.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.4% |
| 7D | -0.6% | +9.7% | -10.3% | -4.6% |
| 30D | -4.6% | +19.0% | -23.6% | -11.7% |
| 3M | -21.2% | +0.6% | -21.8% | -21.7% |
| 6M | -36.4% | +11.1% | -47.5% | -39.6% |
| YTD | -28.9% | +4.2% | -33.1% | -31.0% |
| 1Y | -29.5% | +3.3% | -32.9% | -31.5% |
| 3Y | -8.6% | +88.8% | -97.3% | -32.5% |
| All | +33.2% | +86.2% | -53.0% | -2.4% |
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