+1,402.3%
LITE vs SSNC
+172.0%
+1,230.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.4% | +6.1% |
| 7D | -35.9% | -3.3% | -32.6% | -34.7% |
| 30D | -51.5% | -1.3% | -50.3% | -51.7% |
| 3M | -35.7% | -2.3% | -33.4% | -36.2% |
| 6M | -43.0% | +12.6% | -55.6% | -49.9% |
| YTD | +46.1% | -10.1% | +56.2% | +45.4% |
| 1Y | +124.7% | -6.6% | +131.3% | +118.0% |
| 3Y | +1,172.1% | +54.0% | +1,118.1% | +772.7% |
| 5Y | +477.0% | +7.0% | +470.1% | +401.0% |
| All | +1,402.3% | +172.0% | +1,230.3% | +533.1% |
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