+49.1%
LLY vs SSNC
-5.1%
+54.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.3% |
| 7D | +1.6% | -2.5% | +4.2% | +2.0% |
| 30D | +21.5% | -2.7% | +24.2% | +22.2% |
| 3M | +16.4% | -0.8% | +17.3% | +17.1% |
| 6M | +51.5% | +15.5% | +36.0% | +50.3% |
| YTD | +33.9% | -8.8% | +42.7% | +40.1% |
| 1Y | +49.1% | -5.8% | +54.9% | +53.6% |
| All | +49.1% | -5.1% | +54.2% | +53.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling