+95.6%
LLY vs BNS
+130.3%
-34.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -3.1% | +1.8% | -4.9% | -3.5% |
| 30D | -5.1% | +4.5% | -9.6% | -6.2% |
| 3M | -2.1% | +15.8% | -17.8% | -6.2% |
| 6M | +13.8% | +31.5% | -17.6% | +4.8% |
| YTD | +5.1% | +28.6% | -23.5% | -3.1% |
| 1Y | +53.1% | +48.2% | +4.9% | +34.1% |
| 3Y | +95.6% | +130.8% | -35.2% | +48.2% |
| All | +95.6% | +130.3% | -34.7% | +48.2% |
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