+3,068.2%
LITE vs SSNC
+166.6%
+2,901.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.4% | +6.1% |
| 7D | -35.9% | -3.3% | -32.6% | -34.8% |
| 30D | -51.5% | -1.3% | -50.3% | -51.6% |
| 3M | -35.7% | -2.3% | -33.4% | -36.1% |
| 6M | -43.0% | +12.6% | -55.6% | -49.5% |
| YTD | +46.1% | -10.1% | +56.2% | +45.4% |
| 1Y | +124.7% | -6.6% | +131.3% | +118.4% |
| 3Y | +1,172.1% | +54.0% | +1,118.1% | +800.3% |
| 5Y | +477.0% | +7.0% | +470.1% | +406.9% |
| 10Y | +1,465.7% | +176.7% | +1,289.0% | +709.8% |
| All | +3,068.2% | +166.6% | +2,901.6% | +1,402.1% |
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 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