+140.8%
LLY vs BAM
+85.6%
+55.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.2% |
| 7D | +6.7% | -2.7% | +9.4% | +7.3% |
| 30D | +19.6% | +15.5% | +4.1% | +16.6% |
| 3M | +19.7% | -6.9% | +26.6% | +21.0% |
| 6M | +42.7% | +9.9% | +32.8% | +39.7% |
| YTD | +35.1% | +1.4% | +33.7% | +33.6% |
| 1Y | +42.2% | +3.3% | +38.9% | +39.8% |
| 3Y | +140.8% | +83.6% | +57.2% | +138.0% |
| All | +140.8% | +85.6% | +55.2% | +138.0% |
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