+1,103.8%
LITE vs BAM
+84.2%
+1,019.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.0% | -15.6% | -16.9% |
| 7D | -44.6% | +7.9% | -52.5% | -47.5% |
| 30D | -55.0% | +16.0% | -71.1% | -59.5% |
| 3M | -38.3% | +0.6% | -39.0% | -39.8% |
| 6M | -48.8% | +10.5% | -59.3% | -54.1% |
| YTD | +38.3% | +3.2% | +35.1% | +27.9% |
| 1Y | +119.0% | +1.0% | +118.0% | +107.5% |
| All | +1,103.8% | +84.2% | +1,019.6% | +529.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling