+62.3%
LIN vs BAM
+84.5%
-22.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | -0.1% |
| 7D | +3.6% | +7.9% | -4.3% | +2.2% |
| 30D | +6.4% | +16.0% | -9.7% | +3.6% |
| 3M | +6.5% | +0.6% | +5.8% | +6.2% |
| 6M | +4.9% | +10.5% | -5.6% | +2.6% |
| YTD | +23.4% | +3.2% | +20.2% | +22.0% |
| 1Y | +26.3% | +1.0% | +25.3% | +25.2% |
| 3Y | +38.0% | +84.2% | -46.2% | +18.7% |
| All | +62.3% | +84.5% | -22.2% | +38.1% |
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