-9.9%
LVS vs BAM
+80.8%
-90.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.5% |
| 7D | -3.9% | -2.0% | -1.9% | -3.3% |
| 30D | +7.1% | +13.7% | -6.6% | +2.7% |
| 3M | -13.2% | -4.8% | -8.4% | -12.0% |
| 6M | -22.8% | +7.6% | -30.4% | -25.2% |
| YTD | -38.0% | +1.2% | -39.2% | -38.9% |
| 1Y | -39.5% | -2.3% | -37.2% | -39.7% |
| 3Y | -12.2% | +84.1% | -96.3% | -31.9% |
| All | -9.9% | +80.8% | -90.7% | -31.1% |
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