+165.9%
LII vs BNS
+187.6%
-21.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.2% |
| 7D | +2.9% | +0.9% | +2.0% | +2.4% |
| 30D | +0.9% | +2.8% | -1.9% | -0.6% |
| 3M | -15.5% | +3.0% | -18.5% | -17.3% |
| 6M | -30.2% | +23.3% | -53.5% | -37.9% |
| YTD | -26.8% | +29.3% | -56.2% | -36.7% |
| 1Y | -25.3% | +41.7% | -67.0% | -38.5% |
| 3Y | -7.8% | +147.7% | -155.5% | -44.1% |
| 5Y | +17.0% | +79.4% | -62.4% | -16.8% |
| All | +165.9% | +187.6% | -21.7% | +41.0% |
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