+3,172.6%
LII vs BNS
+1,492.9%
+1,679.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.3% | +1.8% |
| 7D | -0.7% | +1.5% | -2.3% | -1.6% |
| 30D | -12.6% | +6.0% | -18.6% | -15.7% |
| 3M | -24.4% | +16.3% | -40.8% | -30.7% |
| 6M | -28.7% | +28.8% | -57.5% | -38.1% |
| YTD | -19.1% | +30.0% | -49.1% | -30.4% |
| 1Y | -29.7% | +50.7% | -80.4% | -44.3% |
| 3Y | +4.8% | +125.4% | -120.6% | -34.1% |
| 5Y | +24.6% | +94.2% | -69.7% | -15.4% |
| 10Y | +169.2% | +182.8% | -13.6% | +42.2% |
| All | +3,172.6% | +1,492.9% | +1,679.7% | +408.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling