-63.4%
LUMN vs SSNC
-7.3%
-56.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -1.6% | -9.4% | -10.9% |
| 7D | -16.9% | -2.8% | -14.1% | -16.8% |
| 30D | -32.7% | +0.4% | -33.1% | -32.9% |
| 3M | -34.5% | -0.7% | -33.8% | -34.7% |
| 6M | -56.9% | +13.9% | -70.8% | -56.5% |
| YTD | -48.8% | -9.4% | -39.4% | -43.2% |
| 1Y | -63.4% | -7.4% | -56.0% | -59.5% |
| All | -63.4% | -7.3% | -56.0% | -59.5% |
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 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