+2.0%
LII vs BNS
+130.3%
-128.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -0.7% |
| 7D | +2.1% | +1.8% | +0.3% | +1.0% |
| 30D | -12.4% | +4.5% | -16.9% | -15.0% |
| 3M | -24.8% | +15.8% | -40.6% | -31.4% |
| 6M | -25.2% | +31.5% | -56.6% | -36.9% |
| YTD | -20.3% | +28.6% | -48.9% | -32.2% |
| 1Y | -32.9% | +48.2% | -81.1% | -47.7% |
| 3Y | +2.0% | +130.8% | -128.8% | -39.1% |
| All | +2.0% | +130.3% | -128.3% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling