+20.4%
LII vs SSNC
+6.8%
+13.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | -0.6% | -3.3% | +2.7% | +1.1% |
| 30D | -4.6% | -1.3% | -3.3% | -4.3% |
| 3M | -21.2% | -2.3% | -18.9% | -20.6% |
| 6M | -36.4% | +12.6% | -49.1% | -41.2% |
| YTD | -28.9% | -10.1% | -18.8% | -25.7% |
| 1Y | -29.5% | -6.6% | -23.0% | -28.1% |
| 3Y | -8.6% | +54.0% | -62.5% | -33.5% |
| All | +20.4% | +6.8% | +13.6% | +8.7% |
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