Fundamentals of Performance Attribution The Brinson Model.pdf
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RESEARCH INSIGHTS
Damien Laker is Director of Performance Attribution Strategy at Barra. Damien joined Barra in
December 2002 when Barra acquired Investment Performance Objects (IPO), a company that
Damien founded in 1998. IPO provided cutting edge investment performance analytics software
for global asset managers. At the time of the acquisition, IPO had five clients in Australia, and
one client in the UK.
Damien has been involved full-time in developing and delivering innovative solutions for perform-
ance measurement, attribution and reporting for about ten years.
Over the past year, Damien has done consulting and workshops in Sydney, London, Singapore,
Hong Kong, Malaysia and the USA. He has also published half a dozen journal articles on various
aspects of performance attribution. He has practical experience doing attribution and other
performance analysis on hundreds of portfolios valued at many hundreds of billions of dollars.
Damien has a B.Sc. and a B.A. from the University of New South Wales, Australia.
Fundamentals of Performance Attribution:
The Brinson Model
Damien Laker
Director of Performance Attribution Strategy
Article 1 of 5 originally written for the PRA Newsletter, 2002.
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