+162.9%
LII vs SSNC
+184.2%
-21.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -0.2% | +1.4% | -1.6% | -0.8% |
| 30D | -0.6% | -2.6% | +2.1% | +0.4% |
| 3M | -17.0% | -0.6% | -16.4% | -17.0% |
| 6M | -31.1% | +19.9% | -51.0% | -36.9% |
| YTD | -27.7% | -8.2% | -19.5% | -26.3% |
| 1Y | -26.2% | -5.5% | -20.6% | -25.7% |
| 3Y | -9.6% | +56.8% | -66.4% | -27.2% |
| 5Y | +15.7% | +7.8% | +7.9% | +6.9% |
| All | +162.9% | +184.2% | -21.2% | +64.4% |
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