+521.8%
LDOS vs SSNC
+1,006.7%
-484.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | -3.7% | -2.8% | -0.9% | -2.7% |
| 30D | +16.4% | +0.4% | +16.0% | +16.0% |
| 3M | +7.4% | -0.7% | +8.1% | +7.5% |
| 6M | -0.3% | +13.9% | -14.2% | -5.3% |
| YTD | -24.0% | -9.4% | -14.6% | -21.9% |
| 1Y | -29.6% | -7.4% | -22.2% | -28.2% |
| 3Y | +35.1% | +55.7% | -20.5% | +13.4% |
| 5Y | +52.9% | +7.8% | +45.1% | +43.4% |
| 10Y | +262.2% | +178.8% | +83.4% | +135.5% |
| All | +521.8% | +1,006.7% | -484.9% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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