-9.3%
LHX vs SSNC
-3.9%
-5.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.6% | -4.8% | -6.2% |
| 7D | -0.3% | -1.1% | +0.8% | -0.1% |
| 30D | +9.7% | +0.6% | +9.0% | +9.5% |
| 3M | -8.5% | -1.5% | -7.0% | -8.4% |
| 6M | -15.1% | +15.8% | -30.9% | -16.9% |
| YTD | -10.4% | -8.0% | -2.5% | -12.2% |
| 1Y | -9.3% | -5.8% | -3.5% | -11.5% |
| All | -9.3% | -3.9% | -5.4% | -11.5% |
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