+135.2%
LTH vs SSNC
+20.4%
+114.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -0.8% |
| 7D | -4.0% | -3.9% | -0.1% | -1.6% |
| 30D | -1.7% | -0.2% | -1.5% | -1.7% |
| 3M | +28.0% | +15.9% | +12.1% | +14.5% |
| 6M | +54.1% | +7.5% | +46.6% | +44.5% |
| YTD | +57.1% | -8.2% | +65.3% | +64.9% |
| 1Y | +45.8% | -9.3% | +55.1% | +54.4% |
| 3Y | +157.6% | +48.5% | +109.1% | +76.3% |
| All | +135.2% | +20.4% | +114.8% | +118.5% |
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 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