+18.8%
LII vs SSNC
+7.5%
+11.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.0% |
| 7D | +2.9% | +2.3% | +0.6% | +1.8% |
| 30D | +0.9% | -3.1% | +4.0% | +2.3% |
| 3M | -15.5% | -2.7% | -12.8% | -14.7% |
| 6M | -30.2% | +23.7% | -53.9% | -38.6% |
| YTD | -26.8% | -8.0% | -18.8% | -24.4% |
| 1Y | -25.3% | -4.7% | -20.6% | -24.5% |
| 3Y | -7.8% | +58.0% | -65.7% | -33.8% |
| All | +18.8% | +7.5% | +11.3% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling