-8.6%
LII vs SSNC
+54.4%
-63.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -0.6% | -3.3% | +2.7% | +0.7% |
| 30D | -4.6% | -1.3% | -3.3% | -4.3% |
| 3M | -21.2% | -2.3% | -18.9% | -20.8% |
| 6M | -36.4% | +12.6% | -49.1% | -39.9% |
| YTD | -28.9% | -10.1% | -18.8% | -24.7% |
| 1Y | -29.5% | -6.6% | -23.0% | -27.2% |
| 3Y | -8.6% | +54.0% | -62.5% | -32.9% |
| All | -8.6% | +54.4% | -63.0% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling