-38.2%
LEN vs BNS
+50.5%
-88.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.5% |
| 7D | -3.2% | +1.5% | -4.7% | -3.9% |
| 30D | -4.9% | +6.0% | -10.8% | -7.5% |
| 3M | -8.5% | +16.3% | -24.8% | -16.4% |
| 6M | -20.7% | +27.3% | -48.0% | -32.0% |
| YTD | -17.4% | +28.5% | -45.9% | -30.2% |
| 1Y | -38.2% | +49.0% | -87.3% | -53.3% |
| All | -38.2% | +50.5% | -88.7% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling