-9.3%
LHX vs BNS
+52.0%
-61.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.0% | -9.4% | -7.0% |
| 7D | -0.3% | +2.0% | -2.3% | -0.7% |
| 30D | +9.7% | +7.8% | +1.9% | +8.0% |
| 3M | -8.5% | +11.7% | -20.2% | -10.5% |
| 6M | -15.1% | +28.2% | -43.3% | -21.8% |
| YTD | -10.4% | +34.8% | -45.2% | -19.7% |
| 1Y | -9.3% | +51.1% | -60.4% | -22.8% |
| All | -9.3% | +52.0% | -61.3% | -22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling