+3,425.9%
ADSK vs LII
+3,124.4%
+301.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.2% | -9.4% | -8.7% |
| 7D | -16.4% | -0.7% | -15.7% | -16.2% |
| 30D | -9.2% | -12.6% | +3.4% | -4.6% |
| 3M | -6.7% | -24.4% | +17.7% | +1.7% |
| 6M | -15.5% | -28.7% | +13.2% | -7.2% |
| YTD | -26.4% | -19.1% | -7.2% | -23.6% |
| 1Y | -31.9% | -29.7% | -2.2% | -25.6% |
| 3Y | -1.0% | +4.8% | -5.7% | -10.8% |
| 5Y | -24.5% | +24.6% | -49.1% | -37.1% |
| 10Y | +220.4% | +169.2% | +51.2% | +92.8% |
| All | +3,425.9% | +3,124.4% | +301.5% | +687.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling