+343.0%
LEN vs BNS
+1,476.3%
-1,133.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -2.9% |
| 7D | -2.9% | +1.8% | -4.7% | -4.4% |
| 30D | -8.9% | +4.5% | -13.3% | -12.8% |
| 3M | -10.9% | +15.8% | -26.7% | -22.3% |
| 6M | -19.7% | +31.5% | -51.1% | -37.3% |
| YTD | -20.6% | +28.6% | -49.2% | -37.1% |
| 1Y | -42.4% | +48.2% | -90.6% | -59.8% |
| 3Y | -26.5% | +130.8% | -157.3% | -65.9% |
| 5Y | -10.9% | +94.9% | -105.8% | -52.8% |
| 10Y | +100.6% | +179.6% | -78.9% | -27.2% |
| All | +343.0% | +1,476.3% | -1,133.3% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling