-9.8%
LEN vs SSNC
+15.9%
-25.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.2% |
| 7D | -3.4% | -3.9% | +0.5% | -1.4% |
| 30D | -5.7% | -0.2% | -5.5% | -5.5% |
| 3M | -12.2% | +15.9% | -28.2% | -19.1% |
| 6M | -18.3% | +7.5% | -25.7% | -21.8% |
| YTD | -20.2% | -8.2% | -12.0% | -17.3% |
| 1Y | -40.1% | -9.3% | -30.7% | -37.5% |
| 3Y | -26.2% | +48.5% | -74.6% | -46.2% |
| 5Y | -9.8% | +16.0% | -25.8% | -21.6% |
| All | -9.8% | +15.9% | -25.7% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling