+82.6%
LTH vs SSNC
-5.1%
+87.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -1.3% | +2.3% | -3.6% | -1.6% |
| 30D | +15.7% | -3.1% | +18.8% | +16.1% |
| 3M | +5.0% | -2.7% | +7.7% | +5.3% |
| 6M | +37.7% | +23.7% | +14.0% | +31.6% |
| YTD | +75.0% | -8.0% | +83.1% | +92.2% |
| 1Y | +82.6% | -4.7% | +87.3% | +93.1% |
| All | +82.6% | -5.1% | +87.7% | +93.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling