+47.8%
LSCC vs BAM
+86.2%
-38.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.9% | +6.2% | +6.6% |
| 7D | +13.0% | +9.7% | +3.2% | +6.5% |
| 30D | -19.8% | +19.0% | -38.8% | -28.6% |
| 3M | -18.4% | +0.6% | -19.0% | -19.4% |
| 6M | -16.1% | +11.1% | -27.2% | -23.2% |
| YTD | +42.7% | +4.2% | +38.5% | +35.6% |
| 1Y | +68.0% | +3.3% | +64.7% | +60.4% |
| 3Y | +85.8% | +88.8% | -2.9% | +25.7% |
| All | +47.8% | +86.2% | -38.4% | -1.4% |
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