+20.0%
LMT vs BAM
+78.0%
-58.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.1% | -1.5% |
| 7D | -6.3% | -2.0% | -4.3% | -6.2% |
| 30D | -8.5% | -2.9% | -5.6% | -8.4% |
| 3M | +1.8% | +9.4% | -7.6% | +1.4% |
| 6M | -19.9% | +10.8% | -30.7% | -20.4% |
| YTD | +10.6% | -0.4% | +11.0% | +10.4% |
| 1Y | +17.9% | -10.9% | +28.8% | +18.1% |
| 3Y | +27.0% | +61.3% | -34.3% | +23.9% |
| All | +20.0% | +78.0% | -58.0% | +17.0% |
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 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