-10.9%
LEN vs BNS
+15.7%
-26.6%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.6% |
| 7D | -2.9% | +1.8% | -4.7% | -3.1% |
| 30D | -8.9% | +4.5% | -13.3% | -9.2% |
| 3M | -10.9% | +15.8% | -26.7% | -9.8% |
| All | -10.9% | +15.7% | -26.6% | -9.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling