+185.8%
LMT vs BNS
+188.9%
-3.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | -0.2% | -0.4% | +0.2% | -0.1% |
| 30D | -13.1% | +3.5% | -16.5% | -14.3% |
| 3M | -3.9% | +14.1% | -17.9% | -8.7% |
| 6M | -18.3% | +33.8% | -52.0% | -27.0% |
| YTD | +10.3% | +29.5% | -19.1% | -0.4% |
| 1Y | +14.2% | +48.4% | -34.2% | -2.1% |
| 3Y | +35.0% | +129.6% | -94.6% | -3.9% |
| 5Y | +73.2% | +96.1% | -22.8% | +28.8% |
| All | +185.8% | +188.9% | -3.1% | +82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling