+1,580.3%
LLY vs SSNC
+162.7%
+1,417.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | -3.1% | -3.9% | +0.8% | -2.3% |
| 30D | -8.6% | -0.2% | -8.4% | -8.6% |
| 3M | -1.6% | +15.9% | -17.6% | -4.8% |
| 6M | +11.8% | +7.5% | +4.4% | +9.8% |
| YTD | +5.1% | -8.2% | +13.3% | +6.5% |
| 1Y | +50.7% | -9.3% | +60.1% | +52.9% |
| 3Y | +95.7% | +48.5% | +47.2% | +78.2% |
| 5Y | +390.2% | +16.0% | +374.2% | +365.7% |
| 10Y | +1,580.3% | +169.2% | +1,411.2% | +1,180.9% |
| All | +1,580.3% | +162.7% | +1,417.6% | +1,180.9% |
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 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