-6.7%
LII vs BAM
+84.2%
-90.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.2% | -1.4% |
| 7D | +0.2% | +7.9% | -7.7% | -3.3% |
| 30D | -4.6% | +16.0% | -20.6% | -10.9% |
| 3M | -21.7% | +0.6% | -22.3% | -22.2% |
| 6M | -32.8% | +10.5% | -43.3% | -36.1% |
| YTD | -27.5% | +3.2% | -30.7% | -29.4% |
| 1Y | -28.0% | +1.0% | -29.0% | -29.4% |
| All | -6.7% | +84.2% | -90.9% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling