+984.5%
LII vs SSNC
+1,082.2%
-97.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.3% | +1.6% |
| 7D | -0.7% | +0.6% | -1.4% | -1.0% |
| 30D | -12.6% | +6.0% | -18.6% | -14.7% |
| 3M | -24.4% | +21.0% | -45.4% | -30.7% |
| 6M | -28.7% | +12.1% | -40.8% | -32.7% |
| YTD | -19.1% | -3.2% | -15.9% | -19.4% |
| 1Y | -29.7% | -4.4% | -25.3% | -29.6% |
| 3Y | +4.8% | +51.6% | -46.8% | -13.8% |
| 5Y | +24.6% | +21.1% | +3.5% | +11.4% |
| 10Y | +169.2% | +177.7% | -8.5% | +62.3% |
| All | +984.5% | +1,082.2% | -97.7% | +196.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling