+143.7%
LLY vs SSNC
+54.1%
+89.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.0% | +4.2% |
| 7D | +0.1% | -4.5% | +4.6% | +1.0% |
| 30D | +19.7% | -3.9% | +23.6% | +20.8% |
| 3M | +19.3% | -1.3% | +20.6% | +19.7% |
| 6M | +49.3% | +14.1% | +35.2% | +45.5% |
| YTD | +32.0% | -9.9% | +41.9% | +36.0% |
| 1Y | +53.7% | -6.2% | +59.9% | +56.6% |
| 3Y | +143.7% | +56.1% | +87.7% | +160.9% |
| All | +143.7% | +54.1% | +89.7% | +160.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling