+57.4%
LH vs BNS
+129.0%
-71.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.6% |
| 7D | -7.4% | -2.2% | -5.2% | -6.9% |
| 30D | -4.6% | +4.5% | -9.1% | -5.7% |
| 3M | +14.5% | +14.9% | -0.4% | +9.9% |
| 6M | +14.8% | +32.5% | -17.7% | +5.5% |
| YTD | +23.3% | +28.6% | -5.3% | +14.0% |
| 1Y | +13.6% | +48.4% | -34.8% | +0.2% |
| All | +57.4% | +129.0% | -71.6% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling