+406.6%
LUMN vs SSNC
+49.3%
+357.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.6% |
| 7D | +2.5% | -4.0% | +6.6% | +5.7% |
| 30D | +10.3% | +0.5% | +9.8% | +9.6% |
| 3M | -18.3% | +18.9% | -37.2% | -30.2% |
| 6M | +4.4% | +10.8% | -6.5% | -5.6% |
| YTD | -10.7% | -7.1% | -3.5% | -2.1% |
| 1Y | +14.0% | -9.6% | +23.6% | +28.0% |
| 3Y | +406.6% | +51.1% | +355.5% | +98.5% |
| All | +406.6% | +49.3% | +357.3% | +98.5% |
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 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