+222.0%
LHX vs BNS
+188.9%
+33.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | -4.3% | -0.4% | -3.9% | -4.1% |
| 30D | -15.1% | +3.5% | -18.6% | -16.5% |
| 3M | -21.0% | +14.1% | -35.0% | -25.7% |
| 6M | -32.0% | +33.8% | -65.8% | -40.4% |
| YTD | -15.3% | +29.5% | -44.8% | -24.8% |
| 1Y | -11.1% | +48.4% | -59.5% | -25.6% |
| 3Y | +54.0% | +129.6% | -75.6% | +4.4% |
| 5Y | +17.1% | +96.1% | -79.0% | -16.6% |
| All | +222.0% | +188.9% | +33.1% | +91.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling