+57.3%
LLY vs BAM
+4.2%
+53.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.2% | -5.6% | -0.1% |
| 7D | +10.1% | +14.2% | -4.2% | +8.4% |
| 30D | +24.0% | +21.0% | +3.1% | +21.4% |
| 3M | +27.3% | +5.2% | +22.1% | +26.1% |
| 6M | +47.0% | +16.0% | +31.0% | +44.1% |
| YTD | +32.6% | +6.5% | +26.1% | +27.3% |
| 1Y | +57.3% | +4.4% | +53.0% | +50.9% |
| All | +57.3% | +4.2% | +53.1% | +50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling