+589.3%
LRCX vs BAM
+78.0%
+511.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +4.8% |
| 7D | +1.9% | -2.0% | +3.9% | +3.1% |
| 30D | +0.1% | -2.9% | +3.0% | +1.4% |
| 3M | -8.5% | +9.4% | -17.9% | -13.7% |
| 6M | +38.1% | +10.8% | +27.3% | +29.0% |
| YTD | +80.1% | -0.4% | +80.5% | +78.1% |
| 1Y | +208.1% | -10.9% | +218.9% | +224.7% |
| 3Y | +350.2% | +61.3% | +289.0% | +249.7% |
| All | +589.3% | +78.0% | +511.3% | +407.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling