-75.6%
LULU vs BAM
+48.7%
-124.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.4% |
| 7D | -20.4% | -6.1% | -14.4% | -18.1% |
| 30D | -22.9% | -13.8% | -9.0% | -17.3% |
| 3M | -18.5% | +4.4% | -22.9% | -20.9% |
| 6M | -41.8% | +6.4% | -48.2% | -44.2% |
| YTD | -53.4% | -7.1% | -46.3% | -52.2% |
| 1Y | -40.9% | -11.8% | -29.1% | -38.1% |
| All | -75.6% | +48.7% | -124.3% | -79.8% |
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