+103.0%
LEN vs SSNC
+173.6%
-70.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.2% |
| 7D | -4.8% | -4.0% | -0.7% | -2.6% |
| 30D | -6.6% | +0.5% | -7.1% | -6.8% |
| 3M | -15.7% | +18.9% | -34.6% | -23.8% |
| 6M | -16.6% | +10.8% | -27.5% | -22.0% |
| YTD | -21.3% | -7.1% | -14.2% | -19.7% |
| 1Y | -42.0% | -9.6% | -32.4% | -40.0% |
| 3Y | -27.9% | +51.1% | -79.0% | -45.8% |
| 5Y | -10.7% | +19.7% | -30.4% | -23.9% |
| All | +103.0% | +173.6% | -70.5% | +17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling