+25.9%
ADSK vs LII
-8.2%
+34.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.7% |
| 7D | +1.0% | +2.9% | -1.9% | +0.5% |
| 30D | +14.4% | +0.9% | +13.5% | +14.1% |
| 3M | +2.5% | -15.5% | +18.0% | +5.5% |
| 6M | +14.5% | -30.2% | +44.7% | +20.0% |
| YTD | -10.7% | -26.8% | +16.2% | -9.0% |
| 1Y | -11.0% | -25.3% | +14.3% | -10.2% |
| 3Y | +25.9% | -7.8% | +33.6% | +12.1% |
| All | +25.9% | -8.2% | +34.0% | +12.1% |
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