+232.3%
LVS vs SSNC
+1,037.0%
-804.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | +1.0% |
| 7D | +0.3% | -1.8% | +2.1% | +1.2% |
| 30D | -3.9% | +1.9% | -5.8% | -4.9% |
| 3M | -12.9% | +18.4% | -31.2% | -20.5% |
| 6M | -16.9% | +7.0% | -23.9% | -20.6% |
| YTD | -31.2% | -6.9% | -24.3% | -29.9% |
| 1Y | -16.4% | -8.2% | -8.2% | -14.5% |
| 3Y | -4.4% | +50.5% | -55.0% | -24.4% |
| 5Y | +6.7% | +17.4% | -10.7% | -4.8% |
| 10Y | +1.4% | +164.9% | -163.5% | -38.9% |
| All | +232.3% | +1,037.0% | -804.7% | -3.5% |
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 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