+49.6%
LNT vs BAM
+86.2%
-36.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.2% |
| 7D | +1.4% | +9.7% | -8.3% | +0.3% |
| 30D | +12.3% | +19.0% | -6.7% | +10.0% |
| 3M | +5.3% | +0.6% | +4.8% | +5.0% |
| 6M | +2.0% | +11.1% | -9.0% | +0.5% |
| YTD | +15.3% | +4.2% | +11.1% | +14.2% |
| 1Y | +12.3% | +3.3% | +9.0% | +11.3% |
| 3Y | +59.1% | +88.8% | -29.7% | +40.7% |
| All | +49.6% | +86.2% | -36.7% | +32.0% |
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 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