+102.8%
LSCC vs BAM
+92.7%
+10.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.4% |
| 7D | +5.0% | +5.0% | 0.0% | +1.8% |
| 30D | -11.7% | +16.6% | -28.3% | -21.1% |
| 3M | -13.3% | +2.2% | -15.5% | -15.4% |
| 6M | -12.5% | +9.7% | -22.2% | -19.9% |
| YTD | +51.2% | +5.2% | +46.0% | +41.7% |
| 1Y | +65.9% | +3.9% | +62.0% | +56.8% |
| All | +102.8% | +92.7% | +10.1% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling