+259.5%
ADSK vs LII
+169.1%
+90.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.4% |
| 7D | +1.0% | +2.9% | -1.9% | -0.2% |
| 30D | +14.4% | +0.9% | +13.5% | +13.5% |
| 3M | +2.5% | -15.5% | +18.0% | +9.6% |
| 6M | +14.5% | -30.2% | +44.7% | +28.9% |
| YTD | -10.7% | -26.8% | +16.2% | -4.2% |
| 1Y | -11.0% | -25.3% | +14.3% | -5.8% |
| 3Y | +25.9% | -7.8% | +33.6% | +11.4% |
| 5Y | -19.7% | +17.0% | -36.7% | -40.7% |
| All | +259.5% | +169.1% | +90.4% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling