+133.7%
LTH vs BNS
+90.9%
+42.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.3% |
| 7D | -3.7% | -2.2% | -1.5% | -2.0% |
| 30D | -5.3% | +4.5% | -9.8% | -9.0% |
| 3M | +24.2% | +14.9% | +9.3% | +9.6% |
| 6M | +54.8% | +32.5% | +22.4% | +21.0% |
| YTD | +56.1% | +28.6% | +27.4% | +24.7% |
| 1Y | +45.5% | +48.4% | -2.8% | +2.4% |
| 3Y | +155.9% | +130.8% | +25.1% | +16.8% |
| All | +133.7% | +90.9% | +42.8% | +41.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling