+143.5%
LTH vs SSNC
+27.0%
+116.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.1% |
| 7D | -0.6% | +0.6% | -1.3% | -1.1% |
| 30D | -4.6% | +6.0% | -10.6% | -8.4% |
| 3M | +32.8% | +21.0% | +11.8% | +15.5% |
| 6M | +64.6% | +12.1% | +52.5% | +50.2% |
| YTD | +62.6% | -3.2% | +65.9% | +65.0% |
| 1Y | +49.9% | -4.4% | +54.3% | +53.4% |
| 3Y | +151.3% | +51.6% | +99.7% | +70.5% |
| All | +143.5% | +27.0% | +116.6% | +118.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling