-0.7%
LOW vs BAM
+67.8%
-68.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.3% |
| 7D | -0.6% | -3.9% | +3.3% | +0.6% |
| 30D | -9.3% | -8.8% | -0.5% | -6.6% |
| 3M | -8.1% | +2.2% | -10.3% | -8.9% |
| 6M | -19.8% | +5.9% | -25.7% | -21.5% |
| YTD | -16.4% | -6.1% | -10.3% | -15.4% |
| 1Y | -24.7% | -11.6% | -13.0% | -22.7% |
| 3Y | -8.8% | +51.7% | -60.5% | -23.5% |
| All | -0.7% | +67.8% | -68.5% | -19.1% |
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