-12.3%
LUV vs SSNC
+19.2%
-31.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.5% |
| 7D | -1.0% | -4.0% | +3.1% | +1.3% |
| 30D | -12.4% | +0.5% | -12.9% | -12.7% |
| 3M | -11.0% | +18.9% | -29.9% | -19.9% |
| 6M | -5.0% | +10.8% | -15.8% | -11.1% |
| YTD | -3.8% | -7.1% | +3.4% | -0.7% |
| 1Y | +25.9% | -9.6% | +35.5% | +32.0% |
| 3Y | +42.2% | +51.1% | -8.8% | +5.3% |
| All | -12.3% | +19.2% | -31.5% | -25.5% |
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 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