+361.5%
LLY vs SSNC
+18.8%
+342.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -1.4% |
| 7D | -3.1% | -1.8% | -1.3% | -2.8% |
| 30D | -5.1% | +1.9% | -7.0% | -5.4% |
| 3M | -2.1% | +18.4% | -20.4% | -5.6% |
| 6M | +13.8% | +7.0% | +6.9% | +12.0% |
| YTD | +5.1% | -6.9% | +12.0% | +6.6% |
| 1Y | +53.1% | -8.2% | +61.3% | +55.7% |
| 3Y | +95.6% | +50.5% | +45.1% | +78.9% |
| 5Y | +361.5% | +17.4% | +344.1% | +355.1% |
| All | +361.5% | +18.8% | +342.8% | +355.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling