Here's an alternative proof. Let $J$ be the Jacobson radical of $A$. Since $A$ is finite dimensional, we know that $J$ is nilpotent and that $A/J$ is semisimple. Thus, for any (left) $A$-module $M$ we have $$ \mathrm{rad}^i(M) = J^iM \quad\textrm{and}\quad \mathrm{soc}^i(M) = \\{ m\in M : J^im=0 \\}. $$ Now, if $M$ has Loewy length $s$, then $J^sM=0$, so $J^{s-i}\mathrm{rad}^i(M)=0$, so $\mathrm{rad}^i(M)\subseteq\mathrm{soc}^{s-i}(M)$.