-3.2%
ADSK vs LII
+2.8%
-6.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.4% |
| 7D | -14.3% | +2.1% | -16.4% | -14.7% |
| 30D | -14.8% | -12.4% | -2.4% | -12.7% |
| 3M | -5.7% | -24.8% | +19.1% | -1.8% |
| 6M | -18.7% | -25.2% | +6.5% | -15.9% |
| YTD | -28.3% | -20.3% | -8.1% | -27.9% |
| 1Y | -35.1% | -32.9% | -2.1% | -30.7% |
| 3Y | -3.2% | +2.0% | -5.2% | -13.7% |
| All | -3.2% | +2.8% | -6.0% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling