+48.7%
LIN vs BAM
+78.0%
-29.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -2.1% | -2.0% | -0.1% | -1.8% |
| 30D | -2.4% | -2.9% | +0.5% | -2.0% |
| 3M | -5.6% | +9.4% | -15.0% | -7.2% |
| 6M | -3.4% | +10.8% | -14.1% | -5.6% |
| YTD | +13.1% | -0.4% | +13.5% | +12.6% |
| 1Y | +2.5% | -10.9% | +13.3% | +4.1% |
| 3Y | +27.6% | +61.3% | -33.6% | +12.8% |
| All | +48.7% | +78.0% | -29.2% | +27.4% |
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