+168.6%
LII vs SSNC
+177.4%
-8.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -1.2% | -4.5% | +3.3% | +0.7% |
| 30D | -2.0% | -3.9% | +1.9% | -0.5% |
| 3M | -20.2% | -1.3% | -18.9% | -20.0% |
| 6M | -32.5% | +14.1% | -46.7% | -36.9% |
| YTD | -27.4% | -9.9% | -17.5% | -25.4% |
| 1Y | -28.2% | -6.2% | -22.0% | -27.5% |
| 3Y | -7.2% | +56.1% | -63.3% | -25.2% |
| 5Y | +19.9% | +5.4% | +14.5% | +11.9% |
| 10Y | +168.6% | +172.3% | -3.7% | +70.6% |
| All | +168.6% | +177.4% | -8.8% | +70.6% |
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