+369.0%
LIN vs ADSK
+203.1%
+165.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | +0.4% |
| 7D | -4.0% | -14.5% | +10.6% | +0.2% |
| 30D | -4.9% | -19.3% | +14.4% | +0.6% |
| 3M | -9.2% | -7.8% | -1.4% | -8.0% |
| 6M | -2.6% | -20.8% | +18.2% | +2.4% |
| YTD | +10.5% | -30.2% | +40.7% | +20.0% |
| 1Y | -0.1% | -36.5% | +36.4% | +11.5% |
| 3Y | +25.4% | -5.7% | +31.1% | +20.9% |
| 5Y | +59.7% | -28.2% | +87.9% | +61.0% |
| 10Y | +369.0% | +209.1% | +159.8% | +209.0% |
| All | +369.0% | +203.1% | +165.9% | +209.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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