+712.2%
LH vs BNS
+1,476.3%
-764.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -0.8% | +1.8% | -2.6% | -1.5% |
| 30D | +2.0% | +4.5% | -2.5% | +0.2% |
| 3M | +24.3% | +15.8% | +8.5% | +17.6% |
| 6M | +21.1% | +31.5% | -10.4% | +9.4% |
| YTD | +30.4% | +28.6% | +1.8% | +18.6% |
| 1Y | +18.4% | +48.2% | -29.8% | +2.2% |
| 3Y | +65.5% | +130.8% | -65.3% | +21.0% |
| 5Y | +29.9% | +94.9% | -65.0% | +0.1% |
| 10Y | +186.6% | +179.6% | +7.1% | +91.8% |
| All | +712.2% | +1,476.3% | -764.1% | +218.2% |
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 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