+68.8%
LNG vs BAM
+90.5%
-21.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.4% | +2.4% |
| 7D | -8.4% | +5.3% | -13.6% | -9.1% |
| 30D | +2.7% | +18.1% | -15.4% | -0.2% |
| 3M | +11.7% | +4.2% | +7.5% | +10.8% |
| 6M | +19.5% | +11.1% | +8.4% | +16.9% |
| YTD | +48.0% | +6.6% | +41.4% | +45.7% |
| 1Y | +38.4% | +6.2% | +32.1% | +36.1% |
| 3Y | +71.9% | +95.0% | -23.2% | +44.2% |
| All | +68.8% | +90.5% | -21.7% | +38.4% |
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