+361.3%
LRCX vs SSNC
+46.7%
+314.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.5% |
| 7D | +1.8% | -6.7% | +8.6% | +3.4% |
| 30D | -4.3% | -0.8% | -3.5% | -4.3% |
| 3M | -7.3% | +16.1% | -23.4% | -11.8% |
| 6M | +38.6% | +7.9% | +30.6% | +36.2% |
| YTD | +74.4% | -8.7% | +83.1% | +88.9% |
| 1Y | +179.1% | -9.5% | +188.6% | +203.7% |
| All | +361.3% | +46.7% | +314.5% | +281.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling