-36.2%
ADSK vs LII
-31.9%
-4.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -2.7% |
| 7D | -14.5% | +0.5% | -15.0% | -14.5% |
| 30D | -19.3% | -11.2% | -8.1% | -19.6% |
| 3M | -7.8% | -28.8% | +21.0% | -9.1% |
| 6M | -20.8% | -26.9% | +6.2% | -21.9% |
| YTD | -30.2% | -22.2% | -8.0% | -32.1% |
| All | -36.2% | -31.9% | -4.2% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling