+248.9%
LRCX vs BAM
+93.4%
+155.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.3% | +8.1% | +9.0% |
| 7D | -2.7% | +5.3% | -8.0% | -5.4% |
| 30D | -30.6% | +18.1% | -48.7% | -37.5% |
| 3M | -28.8% | +4.2% | -33.1% | -31.0% |
| 6M | -24.6% | +11.1% | -35.7% | -30.4% |
| YTD | +29.7% | +6.6% | +23.1% | +22.5% |
| 1Y | +39.5% | +6.2% | +33.3% | +32.2% |
| 3Y | +248.9% | +95.0% | +153.9% | +128.1% |
| All | +248.9% | +93.4% | +155.5% | +128.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling