+82.4%
LQD vs SSNC
+1,037.0%
-954.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.1% |
| 7D | +0.2% | -1.8% | +2.0% | +0.3% |
| 30D | -0.6% | +1.9% | -2.5% | -0.7% |
| 3M | -1.2% | +18.4% | -19.6% | -1.9% |
| 6M | -1.9% | +7.0% | -8.9% | -2.3% |
| YTD | -1.3% | -6.9% | +5.7% | -1.1% |
| 1Y | -1.0% | -8.2% | +7.2% | -0.8% |
| 3Y | +15.2% | +50.5% | -35.3% | +13.3% |
| 5Y | -4.4% | +17.4% | -21.8% | -5.7% |
| 10Y | +22.6% | +164.9% | -142.3% | +20.8% |
| All | +82.4% | +1,037.0% | -954.5% | +85.8% |
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