+562.5%
LITE vs BNS
+78.5%
+483.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.4% |
| 7D | +10.8% | +0.9% | +9.8% | +10.2% |
| 30D | -33.4% | +2.8% | -36.2% | -34.2% |
| 3M | -32.2% | +3.0% | -35.2% | -33.3% |
| 6M | -42.1% | +23.3% | -65.4% | -50.2% |
| YTD | +61.9% | +29.3% | +32.5% | +33.4% |
| 1Y | +163.0% | +41.7% | +121.3% | +102.0% |
| 3Y | +1,358.0% | +147.7% | +1,210.3% | +632.1% |
| All | +562.5% | +78.5% | +483.9% | +335.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling