+3,068.2%
LITE vs BNS
+228.0%
+2,840.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | -35.9% | -2.2% | -33.7% | -34.8% |
| 30D | -51.5% | +5.1% | -56.6% | -52.7% |
| 3M | -35.7% | +4.7% | -40.5% | -37.2% |
| 6M | -43.0% | +19.0% | -62.0% | -48.3% |
| YTD | +46.1% | +28.2% | +18.0% | +26.3% |
| 1Y | +124.7% | +43.4% | +81.3% | +82.0% |
| 3Y | +1,172.1% | +143.1% | +1,029.0% | +660.1% |
| 5Y | +477.0% | +77.3% | +399.7% | +306.3% |
| 10Y | +1,465.7% | +183.5% | +1,282.2% | +792.7% |
| All | +3,068.2% | +228.0% | +2,840.1% | +1,409.8% |
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