+5,896.3%
LLY vs SSNC
+1,022.7%
+4,873.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.2% |
| 7D | +1.4% | -0.2% | +1.5% | +1.4% |
| 30D | +21.5% | -1.9% | +23.4% | +22.0% |
| 3M | +18.5% | -0.2% | +18.6% | +18.4% |
| 6M | +49.1% | +19.4% | +29.7% | +43.4% |
| YTD | +34.4% | -8.1% | +42.5% | +35.8% |
| 1Y | +46.3% | -5.3% | +51.6% | +46.9% |
| 3Y | +145.5% | +56.9% | +88.6% | +121.7% |
| 5Y | +472.7% | +8.0% | +464.6% | +451.6% |
| 10Y | +2,050.0% | +183.6% | +1,866.4% | +1,549.6% |
| All | +5,896.3% | +1,022.7% | +4,873.5% | +3,418.2% |
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