+4,695.0%
LLY vs SSNC
+1,082.2%
+3,612.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -2.1% | +0.6% | -2.8% | -2.3% |
| 30D | -1.6% | +6.0% | -7.7% | -2.7% |
| 3M | +2.3% | +21.0% | -18.7% | -1.7% |
| 6M | +14.9% | +12.1% | +2.8% | +11.8% |
| YTD | +7.5% | -3.2% | +10.7% | +7.6% |
| 1Y | +55.7% | -4.4% | +60.0% | +56.1% |
| 3Y | +110.6% | +51.6% | +59.0% | +91.5% |
| 5Y | +363.4% | +21.1% | +342.3% | +336.4% |
| 10Y | +1,649.0% | +177.7% | +1,471.3% | +1,246.5% |
| All | +4,695.0% | +1,082.2% | +3,612.8% | +2,685.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling