+28.2%
LSCC vs BNS
+130.3%
-102.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +2.3% |
| 7D | +5.2% | +1.8% | +3.4% | +3.5% |
| 30D | -9.6% | +4.5% | -14.1% | -13.2% |
| 3M | -17.8% | +15.8% | -33.6% | -27.9% |
| 6M | +37.4% | +31.5% | +5.9% | +8.2% |
| YTD | +59.7% | +28.6% | +31.1% | +27.6% |
| 1Y | +76.2% | +48.2% | +28.0% | +26.0% |
| 3Y | +28.2% | +130.8% | -102.6% | -37.0% |
| All | +28.2% | +130.3% | -102.1% | -37.0% |
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