+292.3%
LLY vs BAM
+90.5%
+201.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.0% | +3.9% |
| 7D | +0.1% | +5.3% | -5.2% | -0.8% |
| 30D | +19.7% | +18.1% | +1.6% | +16.6% |
| 3M | +19.3% | +4.2% | +15.0% | +18.3% |
| 6M | +49.3% | +11.1% | +38.3% | +46.4% |
| YTD | +32.0% | +6.6% | +25.4% | +29.6% |
| 1Y | +53.7% | +6.2% | +47.5% | +50.8% |
| 3Y | +143.7% | +95.0% | +48.7% | +124.0% |
| All | +292.3% | +90.5% | +201.8% | +263.7% |
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