+1,521.4%
LITE vs BAM
+78.0%
+1,443.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.6% |
| 7D | -1.5% | -2.0% | +0.4% | -0.3% |
| 30D | +6.7% | -2.9% | +9.6% | +7.6% |
| 3M | -6.8% | +9.4% | -16.1% | -13.8% |
| 6M | +29.4% | +10.8% | +18.7% | +17.8% |
| YTD | +139.1% | -0.4% | +139.5% | +130.2% |
| 1Y | +521.0% | -10.9% | +531.9% | +551.5% |
| 3Y | +1,535.3% | +61.3% | +1,474.0% | +1,084.2% |
| All | +1,521.4% | +78.0% | +1,443.5% | +1,018.8% |
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