+243.7%
LUV vs SSNC
+1,021.3%
-777.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.6% |
| 7D | +0.7% | -3.9% | +4.5% | +2.4% |
| 30D | -13.4% | -0.2% | -13.3% | -13.5% |
| 3M | -9.6% | +15.9% | -25.5% | -15.9% |
| 6M | -8.9% | +7.5% | -16.4% | -12.5% |
| YTD | -5.2% | -8.2% | +3.1% | -3.0% |
| 1Y | +27.0% | -9.3% | +36.4% | +30.6% |
| 3Y | +39.6% | +48.5% | -8.8% | +15.0% |
| 5Y | -14.4% | +16.0% | -30.4% | -22.2% |
| 10Y | +17.3% | +169.2% | -151.9% | -25.1% |
| All | +243.7% | +1,021.3% | -777.6% | +21.9% |
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