+139.3%
LTH vs SSNC
+22.1%
+117.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.1% | +0.8% |
| 7D | +1.5% | -1.8% | +3.3% | +2.7% |
| 30D | -3.1% | +1.9% | -5.0% | -4.5% |
| 3M | +28.1% | +18.4% | +9.7% | +13.0% |
| 6M | +67.4% | +7.0% | +60.4% | +57.6% |
| YTD | +59.8% | -6.9% | +66.7% | +66.2% |
| 1Y | +45.6% | -8.2% | +53.8% | +52.9% |
| 3Y | +162.0% | +50.5% | +111.5% | +77.7% |
| All | +139.3% | +22.1% | +117.2% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling