+1,568.0%
LITE vs BNS
+188.0%
+1,380.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.1% |
| 7D | +22.6% | +1.0% | +21.6% | +21.9% |
| 30D | -36.8% | +2.7% | -39.5% | -37.5% |
| 3M | -33.0% | +3.5% | -36.5% | -34.2% |
| 6M | -37.1% | +22.1% | -59.1% | -44.6% |
| YTD | +69.5% | +29.5% | +40.0% | +42.8% |
| 1Y | +146.1% | +40.7% | +105.4% | +96.3% |
| 3Y | +1,440.8% | +148.6% | +1,292.2% | +744.5% |
| 5Y | +580.4% | +79.6% | +500.8% | +353.5% |
| All | +1,568.0% | +188.0% | +1,380.0% | +871.1% |
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 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