+54.0%
LHX vs SSNC
+49.3%
+4.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -1.5% |
| 7D | -4.3% | -4.0% | -0.2% | -3.4% |
| 30D | -15.1% | +0.5% | -15.7% | -15.3% |
| 3M | -21.0% | +18.9% | -39.9% | -24.0% |
| 6M | -32.0% | +10.8% | -42.8% | -33.7% |
| YTD | -15.3% | -7.1% | -8.2% | -14.3% |
| 1Y | -11.1% | -9.6% | -1.4% | -9.5% |
| 3Y | +54.0% | +51.1% | +3.0% | +31.0% |
| All | +54.0% | +49.3% | +4.8% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling