+2,096.7%
LHX vs BNS
+1,476.3%
+620.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.2% |
| 7D | -4.8% | -2.2% | -2.6% | -3.8% |
| 30D | -12.7% | +4.5% | -17.2% | -14.7% |
| 3M | -17.6% | +14.9% | -32.5% | -23.2% |
| 6M | -30.7% | +32.5% | -63.2% | -39.7% |
| YTD | -14.3% | +28.6% | -43.0% | -24.5% |
| 1Y | -8.4% | +48.4% | -56.8% | -24.5% |
| 3Y | +56.7% | +130.8% | -74.1% | +3.2% |
| 5Y | +18.5% | +94.8% | -76.3% | -17.1% |
| 10Y | +229.6% | +184.3% | +45.2% | +85.6% |
| All | +2,096.7% | +1,476.3% | +620.4% | +518.8% |
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 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