+85.8%
LSCC vs SSNC
+54.4%
+31.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.8% | +7.9% | +7.4% |
| 7D | +13.0% | -3.3% | +16.3% | +14.2% |
| 30D | -19.8% | -1.3% | -18.6% | -20.2% |
| 3M | -18.4% | -2.3% | -16.1% | -18.8% |
| 6M | -16.1% | +12.6% | -28.7% | -22.5% |
| YTD | +42.7% | -10.1% | +52.8% | +55.0% |
| 1Y | +68.0% | -6.6% | +74.6% | +76.0% |
| 3Y | +85.8% | +54.0% | +31.9% | +12.9% |
| All | +85.8% | +54.4% | +31.4% | +12.9% |
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