+69.6%
LSCC vs BAM
+4.2%
+65.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.2% | -4.9% | -1.1% |
| 7D | +3.0% | +14.2% | -11.3% | -2.5% |
| 30D | -19.3% | +21.0% | -40.2% | -25.7% |
| 3M | -22.3% | +5.2% | -27.5% | -24.1% |
| 6M | -14.6% | +16.0% | -30.6% | -21.5% |
| YTD | +45.8% | +6.5% | +39.3% | +37.6% |
| 1Y | +69.6% | +4.4% | +65.2% | +62.5% |
| All | +69.6% | +4.2% | +65.4% | +62.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling