+20.0%
LH vs SSNC
-3.0%
+23.0%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | -2.5% | +0.6% | -3.1% | -2.6% |
| 30D | +4.3% | +6.0% | -1.7% | +3.2% |
| 3M | +25.5% | +21.0% | +4.6% | +20.8% |
| 6M | +17.0% | +12.1% | +4.9% | +13.1% |
| YTD | +31.3% | -3.2% | +34.5% | +30.1% |
| 1Y | +20.0% | -4.4% | +24.3% | +24.7% |
| All | +20.0% | -3.0% | +23.0% | +24.7% |
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 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