+1,493.8%
LMT vs BNS
+1,476.3%
+17.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | -0.5% | -2.2% | +1.7% | +0.2% |
| 30D | -10.8% | +4.5% | -15.2% | -12.1% |
| 3M | +1.6% | +14.9% | -13.3% | -3.0% |
| 6M | -17.6% | +32.5% | -50.0% | -24.9% |
| YTD | +11.6% | +28.6% | -17.0% | +2.5% |
| 1Y | +17.2% | +48.4% | -31.1% | +2.9% |
| 3Y | +35.7% | +130.8% | -95.1% | +2.3% |
| 5Y | +75.2% | +94.8% | -19.6% | +37.5% |
| 10Y | +190.1% | +184.3% | +5.8% | +97.5% |
| All | +1,493.8% | +1,476.3% | +17.5% | +744.5% |
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