+215.4%
ADSK vs LII
+165.8%
+49.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.1% | +1.1% |
| 7D | -2.5% | -6.3% | +3.7% | +0.2% |
| 30D | -14.9% | -13.0% | -1.8% | -9.7% |
| 3M | +3.3% | -29.0% | +32.4% | +16.8% |
| 6M | -15.7% | -27.7% | +12.0% | -7.5% |
| YTD | -28.2% | -24.2% | -4.0% | -23.8% |
| 1Y | -34.5% | -34.8% | +0.2% | -25.4% |
| 3Y | -2.9% | -4.2% | +1.3% | -15.4% |
| 5Y | -25.3% | +20.9% | -46.2% | -45.4% |
| All | +215.4% | +165.8% | +49.5% | +43.4% |
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