+17.9%
LMT vs SSNC
-3.0%
+20.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.3% |
| 7D | -6.3% | +0.6% | -6.9% | -6.3% |
| 30D | -8.5% | +6.0% | -14.5% | -9.1% |
| 3M | +1.8% | +21.0% | -19.1% | -0.5% |
| 6M | -19.9% | +12.1% | -32.0% | -21.7% |
| YTD | +10.6% | -3.2% | +13.8% | +8.4% |
| 1Y | +17.9% | -4.4% | +22.3% | +19.1% |
| All | +17.9% | -3.0% | +20.9% | +19.1% |
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