+51.6%
LII vs BAM
+78.0%
-26.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.5% | +0.9% |
| 7D | -0.7% | -2.0% | +1.2% | +0.1% |
| 30D | -12.6% | -2.9% | -9.7% | -11.6% |
| 3M | -24.4% | +9.4% | -33.8% | -27.5% |
| 6M | -28.7% | +10.8% | -39.5% | -32.2% |
| YTD | -19.1% | -0.4% | -18.7% | -19.8% |
| 1Y | -29.7% | -10.9% | -18.8% | -27.1% |
| 3Y | +4.8% | +61.3% | -56.5% | -17.5% |
| All | +51.6% | +78.0% | -26.4% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling