-6.9%
LVS vs BNS
+130.5%
-137.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.3% |
| 7D | -3.5% | -0.4% | -3.1% | -3.3% |
| 30D | -6.2% | +3.5% | -9.7% | -7.7% |
| 3M | -14.8% | +14.1% | -28.9% | -20.2% |
| 6M | -20.9% | +33.8% | -54.6% | -31.9% |
| YTD | -33.0% | +29.5% | -62.5% | -41.6% |
| 1Y | -20.0% | +48.4% | -68.4% | -35.3% |
| 3Y | -6.9% | +129.6% | -136.5% | -41.1% |
| All | -6.9% | +130.5% | -137.4% | -41.1% |
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 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