+968.8%
LMT vs SSNC
+1,037.0%
-68.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.8% | +5.9% | +2.9% |
| 7D | -1.5% | -1.8% | +0.2% | -1.2% |
| 30D | -8.2% | +1.9% | -10.2% | -8.7% |
| 3M | +3.7% | +18.4% | -14.7% | -0.4% |
| 6M | -19.2% | +7.0% | -26.1% | -20.7% |
| YTD | +12.9% | -6.9% | +19.8% | +13.9% |
| 1Y | +19.8% | -8.2% | +28.0% | +21.0% |
| 3Y | +37.3% | +50.5% | -13.3% | +22.2% |
| 5Y | +74.4% | +17.4% | +57.0% | +62.0% |
| 10Y | +188.9% | +164.9% | +24.0% | +117.6% |
| All | +968.8% | +1,037.0% | -68.2% | +510.0% |
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 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