+276.2%
LLY vs BAM
+86.2%
+190.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -4.5% | +9.7% | -14.2% | -5.9% |
| 30D | +13.9% | +19.0% | -5.1% | +10.8% |
| 3M | +13.8% | +0.6% | +13.2% | +13.4% |
| 6M | +37.6% | +11.1% | +26.5% | +34.8% |
| YTD | +26.6% | +4.2% | +22.4% | +24.8% |
| 1Y | +45.3% | +3.3% | +42.0% | +43.3% |
| 3Y | +132.2% | +88.8% | +43.5% | +114.4% |
| All | +276.2% | +86.2% | +190.0% | +250.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling