+171.4%
LII vs BNS
+179.9%
-8.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.7% | -2.0% |
| 7D | +0.5% | -1.3% | +1.8% | +1.2% |
| 30D | -11.2% | +4.0% | -15.2% | -13.4% |
| 3M | -28.8% | +13.8% | -42.6% | -33.8% |
| 6M | -26.9% | +32.7% | -59.6% | -37.3% |
| YTD | -22.2% | +27.6% | -49.8% | -32.1% |
| 1Y | -32.0% | +47.4% | -79.4% | -45.0% |
| 3Y | -0.4% | +129.0% | -129.4% | -36.9% |
| 5Y | +22.4% | +92.7% | -70.3% | -15.6% |
| 10Y | +171.4% | +182.1% | -10.7% | +57.8% |
| All | +171.4% | +179.9% | -8.5% | +57.8% |
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 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