+185.8%
LMT vs SSNC
+173.6%
+12.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.5% |
| 7D | -0.2% | -4.0% | +3.8% | +0.8% |
| 30D | -13.1% | +0.5% | -13.6% | -13.3% |
| 3M | -3.9% | +18.9% | -22.8% | -8.2% |
| 6M | -18.3% | +10.8% | -29.1% | -20.7% |
| YTD | +10.3% | -7.1% | +17.5% | +11.5% |
| 1Y | +14.2% | -9.6% | +23.8% | +16.1% |
| 3Y | +35.0% | +51.1% | -16.1% | +18.0% |
| 5Y | +73.2% | +19.7% | +53.6% | +58.3% |
| All | +185.8% | +173.6% | +12.2% | +113.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling