+156.6%
LTH vs BNS
+92.2%
+64.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -3.6% |
| 7D | -4.6% | +1.0% | -5.6% | -5.4% |
| 30D | +14.8% | +2.7% | +12.1% | +12.2% |
| 3M | +3.9% | +3.5% | +0.4% | +0.2% |
| 6M | +35.5% | +22.1% | +13.4% | +13.0% |
| YTD | +71.3% | +29.5% | +41.8% | +35.6% |
| 1Y | +75.7% | +40.7% | +35.0% | +29.1% |
| 3Y | +231.9% | +148.6% | +83.3% | +40.8% |
| 5Y | +130.5% | +79.6% | +50.9% | +38.2% |
| All | +156.6% | +92.2% | +64.3% | +54.1% |
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