-3.4%
LYB vs BAM
+71.9%
-75.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +2.5% |
| 7D | -0.9% | -1.6% | +0.7% | -0.6% |
| 30D | +9.5% | -6.0% | +15.5% | +10.9% |
| 3M | +1.3% | +7.3% | -6.1% | -1.2% |
| 6M | -1.7% | +8.2% | -10.0% | -5.1% |
| YTD | +54.1% | -3.8% | +58.0% | +54.4% |
| 1Y | +25.7% | -10.7% | +36.4% | +28.8% |
| 3Y | -20.9% | +55.3% | -76.3% | -34.0% |
| All | -3.4% | +71.9% | -75.3% | -22.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling