-74.1%
LULU vs BAM
+66.2%
-140.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.1% |
| 7D | -1.6% | -6.6% | +5.0% | +1.2% |
| 30D | -18.1% | -12.4% | -5.7% | -13.5% |
| 3M | -18.8% | +2.4% | -21.1% | -20.1% |
| 6M | -39.2% | +7.9% | -47.1% | -41.6% |
| YTD | -52.4% | -7.0% | -45.4% | -51.3% |
| 1Y | -40.3% | -13.4% | -26.9% | -37.4% |
| 3Y | -75.1% | +46.9% | -122.0% | -78.3% |
| All | -74.1% | +66.2% | -140.3% | -77.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling