+1,172.1%
LITE vs BNS
+141.7%
+1,030.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | -35.9% | -2.2% | -33.7% | -34.2% |
| 30D | -51.5% | +5.1% | -56.6% | -53.1% |
| 3M | -35.7% | +4.7% | -40.5% | -37.7% |
| 6M | -43.0% | +19.0% | -62.0% | -50.4% |
| YTD | +46.1% | +28.2% | +18.0% | +18.1% |
| 1Y | +124.7% | +43.4% | +81.3% | +63.9% |
| 3Y | +1,172.1% | +143.1% | +1,029.0% | +418.2% |
| All | +1,172.1% | +141.7% | +1,030.3% | +418.2% |
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