+75.7%
LSCC vs BAM
-8.8%
+84.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.7% |
| 7D | +1.3% | -2.0% | +3.3% | +2.4% |
| 30D | -9.7% | -2.9% | -6.7% | -8.8% |
| 3M | -23.7% | +9.4% | -33.1% | -28.6% |
| 6M | +26.5% | +10.8% | +15.7% | +16.2% |
| YTD | +57.5% | -0.4% | +58.0% | +53.4% |
| 1Y | +75.7% | -10.9% | +86.5% | +84.7% |
| All | +75.7% | -8.8% | +84.5% | +84.7% |
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