+3,551.5%
LLY vs BNS
+1,492.9%
+2,058.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -2.1% | +1.5% | -3.7% | -2.6% |
| 30D | -1.6% | +6.0% | -7.6% | -3.7% |
| 3M | +2.3% | +16.3% | -14.1% | -3.0% |
| 6M | +14.9% | +28.8% | -13.9% | +5.3% |
| YTD | +7.5% | +30.0% | -22.5% | -2.1% |
| 1Y | +55.7% | +50.7% | +5.0% | +35.0% |
| 3Y | +110.6% | +125.4% | -14.8% | +58.7% |
| 5Y | +363.4% | +94.2% | +269.2% | +261.9% |
| 10Y | +1,649.0% | +182.8% | +1,466.1% | +1,059.9% |
| All | +3,551.5% | +1,492.9% | +2,058.5% | +1,033.1% |
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