+47.2%
LH vs SSNC
-3.9%
+51.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +4.2% |
| 7D | +2.1% | -1.1% | +3.2% | +2.3% |
| 30D | +19.2% | +0.6% | +18.5% | +18.8% |
| 3M | +18.0% | -1.5% | +19.5% | +18.2% |
| 6M | +46.1% | +15.8% | +30.3% | +41.4% |
| YTD | +47.7% | -8.0% | +55.6% | +47.9% |
| 1Y | +47.2% | -5.8% | +53.1% | +45.3% |
| All | +47.2% | -3.9% | +51.2% | +45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling