-26.9%
LEN vs SSNC
+47.5%
-74.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | -3.4% | -3.9% | +0.5% | -1.9% |
| 30D | -5.7% | -0.2% | -5.5% | -5.5% |
| 3M | -12.2% | +15.9% | -28.2% | -17.1% |
| 6M | -18.3% | +7.5% | -25.7% | -20.6% |
| YTD | -20.2% | -8.2% | -12.0% | -17.1% |
| 1Y | -40.1% | -9.3% | -30.7% | -37.4% |
| All | -26.9% | +47.5% | -74.4% | -46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling