+104.8%
LSCC vs BNS
+149.7%
-44.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.3% | -5.3% |
| 7D | +7.0% | +0.9% | +6.1% | +6.3% |
| 30D | -2.3% | +2.8% | -5.1% | -4.2% |
| 3M | -12.5% | +3.0% | -15.5% | -14.6% |
| 6M | -10.6% | +23.3% | -33.9% | -26.1% |
| YTD | +52.7% | +29.3% | +23.4% | +20.1% |
| 1Y | +74.0% | +41.7% | +32.3% | +26.7% |
| 3Y | +104.8% | +147.7% | -42.9% | -7.2% |
| All | +104.8% | +149.7% | -44.9% | -7.2% |
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