+248.9%
LTH vs SSNC
+54.1%
+194.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +7.0% | -4.5% | +11.5% | +9.1% |
| 30D | +15.4% | -3.9% | +19.3% | +16.9% |
| 3M | +7.0% | -1.3% | +8.4% | +6.9% |
| 6M | +46.9% | +14.1% | +32.7% | +35.5% |
| YTD | +76.4% | -9.9% | +86.3% | +88.2% |
| 1Y | +83.7% | -6.2% | +89.9% | +90.5% |
| 3Y | +248.9% | +56.1% | +192.8% | +108.4% |
| All | +248.9% | +54.1% | +194.8% | +108.4% |
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