-45.9%
LUMN vs SSNC
+1,034.4%
-1,080.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.3% |
| 7D | +2.5% | -4.0% | +6.6% | +4.1% |
| 30D | +10.3% | +0.5% | +9.8% | +10.0% |
| 3M | -18.3% | +18.9% | -37.2% | -24.4% |
| 6M | +4.4% | +10.8% | -6.5% | -1.2% |
| YTD | -10.7% | -7.1% | -3.5% | -9.2% |
| 1Y | +14.0% | -9.6% | +23.6% | +16.6% |
| 3Y | +406.6% | +51.1% | +355.5% | +336.8% |
| 5Y | -36.8% | +19.7% | -56.5% | -41.6% |
| 10Y | -56.2% | +172.3% | -228.5% | -68.0% |
| All | -45.9% | +1,034.4% | -1,080.3% | -72.3% |
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