-26.2%
LII vs BNS
+52.0%
-78.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.0% | +0.6% | +1.9% |
| 7D | +7.9% | +2.0% | +5.9% | +6.8% |
| 30D | -0.6% | +7.8% | -8.4% | -4.7% |
| 3M | -19.3% | +11.7% | -31.0% | -24.8% |
| 6M | -29.8% | +28.2% | -58.1% | -40.1% |
| YTD | -25.4% | +34.8% | -60.2% | -40.0% |
| 1Y | -26.2% | +51.1% | -77.3% | -44.3% |
| All | -26.2% | +52.0% | -78.2% | -44.3% |
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