+167.2%
LII vs SSNC
+164.2%
+3.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.5% | +0.2% |
| 7D | +2.1% | -1.8% | +3.9% | +2.8% |
| 30D | -12.4% | +1.9% | -14.3% | -13.2% |
| 3M | -24.8% | +18.4% | -43.2% | -30.5% |
| 6M | -25.2% | +7.0% | -32.1% | -28.0% |
| YTD | -20.3% | -6.9% | -13.3% | -19.0% |
| 1Y | -32.9% | -8.2% | -24.8% | -31.5% |
| 3Y | +2.0% | +50.5% | -48.5% | -16.1% |
| 5Y | +24.4% | +17.4% | +7.1% | +11.7% |
| 10Y | +167.2% | +164.9% | +2.3% | +72.4% |
| All | +167.2% | +164.2% | +3.0% | +72.4% |
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