+25.2%
LH vs SSNC
+14.9%
+10.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.2% |
| 7D | -7.4% | -6.7% | -0.7% | -4.9% |
| 30D | -4.6% | -0.8% | -3.8% | -4.4% |
| 3M | +14.5% | +16.1% | -1.5% | +7.6% |
| 6M | +14.8% | +7.9% | +6.9% | +10.7% |
| YTD | +23.3% | -8.7% | +32.0% | +26.9% |
| 1Y | +13.6% | -9.5% | +23.1% | +17.2% |
| 3Y | +56.3% | +47.7% | +8.7% | +28.4% |
| 5Y | +25.2% | +17.6% | +7.6% | +5.2% |
| All | +25.2% | +14.9% | +10.3% | +5.2% |
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 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