+430.0%
LH vs SSNC
+1,082.2%
-652.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | -2.5% | +0.6% | -3.1% | -2.7% |
| 30D | +4.3% | +6.0% | -1.7% | +2.2% |
| 3M | +25.5% | +21.0% | +4.6% | +17.0% |
| 6M | +17.0% | +12.1% | +4.9% | +11.7% |
| YTD | +31.3% | -3.2% | +34.5% | +31.4% |
| 1Y | +20.0% | -4.4% | +24.3% | +20.4% |
| 3Y | +63.9% | +51.6% | +12.2% | +38.7% |
| 5Y | +30.9% | +21.1% | +9.8% | +18.1% |
| 10Y | +191.4% | +177.7% | +13.7% | +100.1% |
| All | +430.0% | +1,082.2% | -652.2% | +158.8% |
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