+60.5%
LIN vs BAM
+86.2%
-25.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.3% |
| 7D | +0.2% | +9.7% | -9.5% | -1.4% |
| 30D | +6.5% | +19.0% | -12.5% | +3.2% |
| 3M | +5.5% | +0.6% | +4.9% | +5.2% |
| 6M | +3.3% | +11.1% | -7.8% | +1.0% |
| YTD | +22.0% | +4.2% | +17.8% | +20.4% |
| 1Y | +25.7% | +3.3% | +22.4% | +24.1% |
| 3Y | +36.2% | +88.8% | -52.5% | +16.6% |
| All | +60.5% | +86.2% | -25.8% | +36.2% |
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