+493.3%
LEN vs SSNC
+1,023.6%
-530.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -5.8% | +2.3% | -8.1% | -6.9% |
| 30D | +13.7% | -3.1% | +16.8% | +15.4% |
| 3M | -3.9% | -2.7% | -1.1% | -2.8% |
| 6M | -0.4% | +23.7% | -24.1% | -11.6% |
| YTD | -16.8% | -8.0% | -8.8% | -15.2% |
| 1Y | -29.5% | -4.7% | -24.8% | -29.4% |
| 3Y | -25.6% | +58.0% | -83.6% | -44.0% |
| 5Y | -13.2% | +8.0% | -21.2% | -20.7% |
| 10Y | +138.5% | +183.8% | -45.3% | +30.0% |
| All | +493.3% | +1,023.6% | -530.2% | +63.2% |
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