+5,083.9%
LITE vs SSNC
+186.9%
+4,896.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.6% |
| 7D | -1.5% | +0.6% | -2.2% | -2.0% |
| 30D | +6.7% | +6.0% | +0.6% | +2.7% |
| 3M | -6.8% | +21.0% | -27.7% | -18.8% |
| 6M | +29.4% | +12.1% | +17.4% | +16.0% |
| YTD | +139.1% | -3.2% | +142.3% | +131.7% |
| 1Y | +521.0% | -4.4% | +525.4% | +504.5% |
| 3Y | +1,535.3% | +51.6% | +1,483.7% | +1,094.5% |
| 5Y | +889.8% | +21.1% | +868.8% | +720.0% |
| 10Y | +2,400.7% | +177.7% | +2,223.0% | +1,184.5% |
| All | +5,083.9% | +186.9% | +4,896.9% | +2,293.3% |
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