+5,083.9%
LITE vs BNS
+232.7%
+4,851.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.7% |
| 7D | -1.5% | +1.5% | -3.1% | -2.5% |
| 30D | +6.7% | +6.0% | +0.7% | +3.2% |
| 3M | -6.8% | +16.3% | -23.1% | -14.6% |
| 6M | +29.4% | +28.8% | +0.7% | +11.5% |
| YTD | +139.1% | +30.0% | +109.1% | +104.4% |
| 1Y | +521.0% | +50.7% | +470.3% | +386.4% |
| 3Y | +1,535.3% | +125.4% | +1,409.9% | +913.6% |
| 5Y | +889.8% | +94.2% | +795.6% | +561.8% |
| 10Y | +2,400.7% | +182.8% | +2,217.9% | +1,311.4% |
| All | +5,083.9% | +232.7% | +4,851.2% | +2,342.1% |
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 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