+18.7%
LHX vs BNS
+94.7%
-75.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -4.3% | -0.4% | -3.9% | -4.2% |
| 30D | -15.1% | +3.5% | -18.6% | -16.0% |
| 3M | -21.0% | +14.1% | -35.0% | -24.0% |
| 6M | -32.0% | +33.8% | -65.8% | -37.6% |
| YTD | -15.3% | +29.5% | -44.8% | -21.6% |
| 1Y | -11.1% | +48.4% | -59.5% | -20.7% |
| 3Y | +54.0% | +129.6% | -75.6% | +20.1% |
| All | +18.7% | +94.7% | -75.9% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling