-3.3%
LVS vs SSNC
+173.6%
-176.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.4% |
| 7D | -3.5% | -4.0% | +0.6% | -1.3% |
| 30D | -6.2% | +0.5% | -6.8% | -6.6% |
| 3M | -14.8% | +18.9% | -33.8% | -23.4% |
| 6M | -20.9% | +10.8% | -31.7% | -26.2% |
| YTD | -33.0% | -7.1% | -25.9% | -31.4% |
| 1Y | -20.0% | -9.6% | -10.4% | -17.1% |
| 3Y | -6.9% | +51.1% | -58.0% | -29.1% |
| 5Y | +9.1% | +19.7% | -10.6% | -5.6% |
| All | -3.3% | +173.6% | -176.9% | -39.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling