+2,024.1%
LLY vs SSNC
+174.0%
+1,850.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.2% |
| 7D | +1.6% | -2.5% | +4.2% | +2.2% |
| 30D | +21.5% | -2.7% | +24.2% | +22.2% |
| 3M | +16.4% | -0.8% | +17.3% | +16.6% |
| 6M | +51.5% | +15.5% | +36.0% | +46.5% |
| YTD | +33.9% | -8.8% | +42.7% | +35.8% |
| 1Y | +49.1% | -5.8% | +54.9% | +50.1% |
| 3Y | +144.6% | +55.7% | +88.9% | +120.8% |
| 5Y | +466.3% | +6.7% | +459.7% | +447.9% |
| 10Y | +2,024.1% | +184.0% | +1,840.1% | +1,509.5% |
| All | +2,024.1% | +174.0% | +1,850.1% | +1,509.5% |
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