+431.5%
LIN vs ADSK
+255.5%
+175.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.2% |
| 7D | +2.1% | +1.0% | +1.1% | +1.8% |
| 30D | +6.8% | +14.4% | -7.6% | +2.7% |
| 3M | +10.4% | +2.5% | +7.9% | +8.9% |
| 6M | +3.2% | +14.5% | -11.3% | -2.1% |
| YTD | +24.6% | -10.7% | +35.3% | +25.9% |
| 1Y | +24.4% | -11.0% | +35.4% | +25.8% |
| 3Y | +36.7% | +25.9% | +10.9% | +21.2% |
| 5Y | +67.0% | -19.7% | +86.7% | +64.2% |
| All | +431.5% | +255.5% | +175.9% | +243.3% |
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