-11.7%
LVS vs BAM
+85.9%
-97.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | +11.1% | +9.7% | +1.4% | +7.9% |
| 30D | +14.7% | +19.0% | -4.3% | +8.6% |
| 3M | -10.9% | +0.6% | -11.5% | -11.4% |
| 6M | -22.3% | +11.1% | -33.4% | -25.4% |
| YTD | -35.8% | +4.2% | -40.0% | -37.3% |
| 1Y | -33.5% | +3.3% | -36.8% | -34.9% |
| 3Y | -11.7% | +88.8% | -100.5% | -25.8% |
| All | -11.7% | +85.9% | -97.6% | -25.8% |
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