+26.5%
LSCC vs BNS
+30.4%
-3.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +3.3% |
| 7D | +1.3% | +1.5% | -0.2% | -0.6% |
| 30D | -9.7% | +6.0% | -15.6% | -15.4% |
| 3M | -23.7% | +16.3% | -40.1% | -38.7% |
| 6M | +26.5% | +28.8% | -2.3% | -15.3% |
| All | +26.5% | +30.4% | -3.9% | -15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling