+489.3%
LEN vs SSNC
+1,082.2%
-592.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.4% |
| 7D | -3.2% | +0.6% | -3.8% | -3.5% |
| 30D | -4.9% | +6.0% | -10.9% | -7.8% |
| 3M | -8.5% | +21.0% | -29.5% | -17.6% |
| 6M | -20.7% | +12.1% | -32.7% | -25.9% |
| YTD | -17.4% | -3.2% | -14.2% | -17.7% |
| 1Y | -38.2% | -4.4% | -33.9% | -38.2% |
| 3Y | -24.9% | +51.6% | -76.5% | -42.0% |
| 5Y | -11.4% | +21.1% | -32.5% | -23.6% |
| 10Y | +110.0% | +177.7% | -67.7% | +15.6% |
| All | +489.3% | +1,082.2% | -592.9% | +58.4% |
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 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