+158.2%
LTH vs BNS
+127.2%
+31.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.2% |
| 7D | -4.0% | -1.3% | -2.7% | -3.2% |
| 30D | -1.7% | +4.0% | -5.7% | -4.3% |
| 3M | +28.0% | +13.8% | +14.2% | +16.5% |
| 6M | +54.1% | +32.7% | +21.4% | +26.2% |
| YTD | +57.1% | +27.6% | +29.5% | +32.0% |
| 1Y | +45.8% | +47.4% | -1.6% | +10.1% |
| All | +158.2% | +127.2% | +31.0% | +23.3% |
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 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