+63.1%
LSCC vs BAM
+78.0%
-14.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.6% |
| 7D | +1.3% | -2.0% | +3.3% | +2.6% |
| 30D | -9.7% | -2.9% | -6.7% | -8.5% |
| 3M | -23.7% | +9.4% | -33.1% | -29.1% |
| 6M | +26.5% | +10.8% | +15.7% | +16.3% |
| YTD | +57.5% | -0.4% | +58.0% | +54.6% |
| 1Y | +75.7% | -10.9% | +86.5% | +86.0% |
| 3Y | +19.5% | +61.3% | -41.8% | -13.5% |
| All | +63.1% | +78.0% | -14.9% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling