-30.3%
LULU vs BAM
+4.2%
-34.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.2% | -1.4% | +1.6% |
| 7D | +6.5% | +14.2% | -7.7% | -0.5% |
| 30D | +20.3% | +21.0% | -0.7% | +9.4% |
| 3M | -8.9% | +5.2% | -14.1% | -12.0% |
| 6M | -13.1% | +16.0% | -29.1% | -20.6% |
| YTD | -46.1% | +6.5% | -52.5% | -48.3% |
| 1Y | -30.3% | +4.4% | -34.6% | -32.9% |
| All | -30.3% | +4.2% | -34.5% | -32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling