+2,839.6%
LII vs BNS
+1,484.8%
+1,354.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.2% |
| 7D | -1.2% | -0.8% | -0.4% | -0.7% |
| 30D | -2.0% | +5.5% | -7.5% | -4.9% |
| 3M | -20.2% | +6.0% | -26.2% | -23.2% |
| 6M | -32.5% | +22.6% | -55.1% | -40.0% |
| YTD | -27.4% | +30.5% | -57.8% | -37.7% |
| 1Y | -28.2% | +44.1% | -72.3% | -41.7% |
| 3Y | -7.2% | +150.8% | -158.0% | -45.0% |
| 5Y | +19.9% | +80.7% | -60.8% | -15.3% |
| 10Y | +168.6% | +185.2% | -16.5% | +41.2% |
| All | +2,839.6% | +1,484.8% | +1,354.9% | +357.1% |
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