+75.2%
LMT vs SSNC
+14.9%
+60.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | -0.5% | -6.7% | +6.2% | +0.3% |
| 30D | -10.8% | -0.8% | -10.0% | -10.7% |
| 3M | +1.6% | +16.1% | -14.5% | -0.4% |
| 6M | -17.6% | +7.9% | -25.5% | -18.6% |
| YTD | +11.6% | -8.7% | +20.3% | +12.2% |
| 1Y | +17.2% | -9.5% | +26.7% | +18.0% |
| 3Y | +35.7% | +47.7% | -11.9% | +27.9% |
| 5Y | +75.2% | +17.6% | +57.6% | +55.9% |
| All | +75.2% | +14.9% | +60.3% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling