-3.3%
LVS vs BNS
+188.9%
-192.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.1% |
| 7D | -3.5% | -0.4% | -3.1% | -3.2% |
| 30D | -6.2% | +3.5% | -9.7% | -8.8% |
| 3M | -14.8% | +14.1% | -28.9% | -23.2% |
| 6M | -20.9% | +33.8% | -54.6% | -36.7% |
| YTD | -33.0% | +29.5% | -62.5% | -45.4% |
| 1Y | -20.0% | +48.4% | -68.4% | -41.2% |
| 3Y | -6.9% | +129.6% | -136.5% | -51.7% |
| 5Y | +9.1% | +96.1% | -87.0% | -36.1% |
| All | -3.3% | +188.9% | -192.2% | -55.3% |
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 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