+80.4%
LNG vs BAM
+84.8%
-4.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.7% | +5.5% | +4.0% |
| 7D | +4.5% | -2.9% | +7.4% | +5.0% |
| 30D | +8.0% | +14.7% | -6.6% | +5.5% |
| 3M | +15.0% | -4.1% | +19.1% | +15.6% |
| 6M | +27.1% | +9.6% | +17.5% | +24.4% |
| YTD | +58.1% | +3.4% | +54.7% | +56.4% |
| 1Y | +45.0% | +1.0% | +44.0% | +44.0% |
| 3Y | +82.6% | +88.2% | -5.6% | +54.1% |
| All | +80.4% | +84.8% | -4.4% | +48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling