+3,549.0%
LRCX vs SSNC
+173.6%
+3,375.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -1.0% |
| 7D | -3.1% | -4.0% | +1.0% | -0.7% |
| 30D | -8.6% | +0.5% | -9.1% | -9.2% |
| 3M | -17.7% | +18.9% | -36.6% | -29.0% |
| 6M | +36.4% | +10.8% | +25.5% | +21.9% |
| YTD | +74.5% | -7.1% | +81.7% | +75.3% |
| 1Y | +159.4% | -9.6% | +169.1% | +164.7% |
| 3Y | +361.6% | +51.1% | +310.5% | +219.5% |
| 5Y | +425.2% | +19.7% | +405.6% | +331.3% |
| All | +3,549.0% | +173.6% | +3,375.5% | +1,717.8% |
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 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