+37.1%
LII vs BAM
+81.2%
-44.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +2.9% | -2.7% | +5.6% | +4.2% |
| 30D | +0.9% | +15.5% | -14.6% | -5.4% |
| 3M | -15.5% | -6.9% | -8.7% | -13.1% |
| 6M | -30.2% | +9.9% | -40.1% | -33.3% |
| YTD | -26.8% | +1.4% | -28.2% | -28.2% |
| 1Y | -25.3% | +3.3% | -28.5% | -27.3% |
| 3Y | -7.8% | +83.6% | -91.4% | -31.0% |
| All | +37.1% | +81.2% | -44.1% | +1.6% |
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