+36.8%
LYFT vs BAM
+66.2%
-29.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -8.4% | -6.6% | -1.8% | -4.4% |
| 30D | -7.6% | -12.4% | +4.8% | +0.1% |
| 3M | +11.7% | +2.4% | +9.4% | +9.7% |
| 6M | +15.1% | +7.9% | +7.2% | +8.5% |
| YTD | -20.9% | -7.0% | -13.9% | -18.6% |
| 1Y | -16.4% | -13.4% | -3.0% | -10.2% |
| 3Y | +35.2% | +46.9% | -11.6% | -5.8% |
| All | +36.8% | +66.2% | -29.4% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling