+274.3%
LTH vs BAM
+85.9%
+188.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.3% | -1.8% |
| 7D | +4.5% | +9.7% | -5.2% | -0.2% |
| 30D | +16.3% | +19.0% | -2.6% | +7.0% |
| 3M | +8.4% | +0.6% | +7.8% | +7.5% |
| 6M | +40.3% | +11.1% | +29.2% | +31.5% |
| YTD | +77.3% | +4.2% | +73.1% | +71.0% |
| 1Y | +88.0% | +3.3% | +84.6% | +81.7% |
| 3Y | +274.3% | +88.8% | +185.5% | +137.4% |
| All | +274.3% | +85.9% | +188.4% | +137.4% |
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 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