-12.6%
LEN vs BNS
+92.5%
-105.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -4.1% |
| 7D | -7.8% | -2.2% | -5.6% | -6.4% |
| 30D | -11.0% | +4.5% | -15.5% | -13.9% |
| 3M | -12.8% | +14.9% | -27.7% | -21.1% |
| 6M | -20.2% | +32.5% | -52.7% | -34.3% |
| YTD | -23.0% | +28.6% | -51.6% | -35.7% |
| 1Y | -41.8% | +48.4% | -90.2% | -56.0% |
| 3Y | -28.8% | +130.8% | -159.6% | -61.2% |
| 5Y | -12.6% | +94.8% | -107.4% | -46.2% |
| All | -12.6% | +92.5% | -105.1% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling