+1,763.3%
LSCC vs SSNC
+175.8%
+1,587.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.7% |
| 7D | +1.3% | +0.6% | +0.7% | +0.9% |
| 30D | -9.7% | +6.0% | -15.7% | -13.1% |
| 3M | -23.7% | +21.0% | -44.7% | -33.9% |
| 6M | +26.5% | +12.1% | +14.4% | +14.0% |
| YTD | +57.5% | -3.2% | +60.7% | +55.1% |
| 1Y | +75.7% | -4.4% | +80.0% | +73.7% |
| 3Y | +19.5% | +51.6% | -32.2% | -12.8% |
| 5Y | +83.8% | +21.1% | +62.7% | +56.3% |
| All | +1,763.3% | +175.8% | +1,587.6% | +1,059.7% |
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