+646.9%
LHX vs SSNC
+1,015.4%
-368.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -4.8% | -6.7% | +1.9% | -2.7% |
| 30D | -12.7% | -0.8% | -11.9% | -12.6% |
| 3M | -17.6% | +16.1% | -33.7% | -21.7% |
| 6M | -30.7% | +7.9% | -38.7% | -32.7% |
| YTD | -14.3% | -8.7% | -5.6% | -12.8% |
| 1Y | -8.4% | -9.5% | +1.1% | -6.5% |
| 3Y | +56.7% | +47.7% | +9.0% | +34.8% |
| 5Y | +18.5% | +17.6% | +0.8% | +7.6% |
| 10Y | +229.6% | +167.7% | +61.8% | +113.7% |
| All | +646.9% | +1,015.4% | -368.5% | +161.5% |
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 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