+143.5%
LTH vs BNS
+92.9%
+50.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.3% |
| 7D | -0.6% | +1.5% | -2.2% | -1.9% |
| 30D | -4.6% | +6.0% | -10.5% | -9.4% |
| 3M | +32.8% | +16.3% | +16.5% | +16.0% |
| 6M | +64.6% | +28.8% | +35.9% | +31.8% |
| YTD | +62.6% | +30.0% | +32.7% | +28.9% |
| 1Y | +49.9% | +50.7% | -0.8% | +4.1% |
| 3Y | +151.3% | +125.4% | +26.0% | +17.7% |
| All | +143.5% | +92.9% | +50.6% | +46.6% |
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