-25.3%
LII vs BNS
+40.7%
-66.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.7% |
| 3M | -15.5% | +3.0% | -18.5% | -16.9% |
| 6M | -30.2% | +23.3% | -53.5% | -39.5% |
| YTD | -26.8% | +29.3% | -56.2% | -40.5% |
| 1Y | -25.3% | +41.7% | -67.0% | -43.8% |
| All | -25.3% | +40.7% | -66.0% | -43.8% |
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 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