+167.2%
LTH vs SSNC
+19.6%
+147.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.4% |
| 7D | +6.4% | -2.5% | +8.9% | +8.1% |
| 30D | +16.7% | -2.7% | +19.5% | +18.1% |
| 3M | +11.7% | -0.8% | +12.5% | +11.2% |
| 6M | +48.5% | +15.5% | +33.0% | +31.4% |
| YTD | +78.4% | -8.8% | +87.2% | +86.7% |
| 1Y | +89.7% | -5.8% | +95.5% | +93.4% |
| 3Y | +245.6% | +55.7% | +189.9% | +124.8% |
| 5Y | +142.7% | +6.7% | +136.0% | +101.3% |
| All | +167.2% | +19.6% | +147.5% | +147.3% |
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