+1,111.1%
LSCC vs BNS
+1,492.9%
-381.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.9% |
| 7D | +1.3% | +1.5% | -0.2% | +0.1% |
| 30D | -9.7% | +6.0% | -15.6% | -13.6% |
| 3M | -23.7% | +16.3% | -40.1% | -31.8% |
| 6M | +26.5% | +28.8% | -2.3% | +5.4% |
| YTD | +57.5% | +30.0% | +27.5% | +30.2% |
| 1Y | +75.7% | +50.7% | +25.0% | +30.5% |
| 3Y | +19.5% | +125.4% | -105.9% | -34.2% |
| 5Y | +83.8% | +94.2% | -10.5% | +13.9% |
| 10Y | +1,772.4% | +182.8% | +1,589.5% | +753.2% |
| All | +1,111.1% | +1,492.9% | -381.8% | +3.4% |
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