+901.5%
LITE vs BNS
+94.5%
+807.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.9% |
| 7D | -1.5% | +1.5% | -3.1% | -2.8% |
| 30D | +6.7% | +6.0% | +0.7% | +2.2% |
| 3M | -6.8% | +16.3% | -23.1% | -16.7% |
| 6M | +29.4% | +28.8% | +0.7% | +6.9% |
| YTD | +139.1% | +30.0% | +109.1% | +95.4% |
| 1Y | +521.0% | +50.7% | +470.3% | +353.3% |
| 3Y | +1,535.3% | +125.4% | +1,409.9% | +770.6% |
| All | +901.5% | +94.5% | +807.0% | +509.1% |
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 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