+154.0%
LTH vs BAM
+61.4%
+92.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | -0.6% | -2.0% | +1.3% | +0.3% |
| 30D | -4.6% | -2.9% | -1.7% | -3.5% |
| 3M | +32.8% | +9.4% | +23.4% | +25.3% |
| 6M | +64.6% | +10.8% | +53.9% | +53.8% |
| YTD | +62.6% | -0.4% | +63.1% | +60.4% |
| 1Y | +49.9% | -10.9% | +60.8% | +56.9% |
| All | +154.0% | +61.4% | +92.6% | +49.5% |
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 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