+60.3%
LSCC vs BAM
+90.5%
-30.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.3% | +6.1% | +7.0% |
| 7D | +19.3% | +5.3% | +14.1% | +15.7% |
| 30D | -9.6% | +18.1% | -27.7% | -18.9% |
| 3M | -12.4% | +4.2% | -16.6% | -15.4% |
| 6M | -10.5% | +11.1% | -21.5% | -17.9% |
| YTD | +54.8% | +6.6% | +48.2% | +45.0% |
| 1Y | +79.4% | +6.2% | +73.2% | +68.4% |
| 3Y | +109.6% | +95.0% | +14.6% | +39.3% |
| All | +60.3% | +90.5% | -30.3% | +5.5% |
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 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