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  • LITE vs ADSK✓SelectedUSD · ADSKLITE vs ADSK performance historyLatest closeAs of+1.07%09/09
Stock and ETF performance explorer

LITE vs ADSK

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,614.7%
ADSK return
+203.1%
Excess return
+2,411.6%
Maximum drawdown
-66.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioADSKExcessAlpha
1D+1.1%-2.6%+3.7%+2.4%
7D+13.6%-14.5%+28.1%+22.0%
30D+21.6%-19.3%+40.9%+33.4%
3M+20.3%-7.8%+28.1%+19.2%
6M+54.4%-20.8%+75.1%+62.7%
YTD+168.3%-30.2%+198.5%+199.8%
1Y+551.8%-36.5%+588.3%+668.5%
3Y+1,891.5%-5.7%+1,897.2%+1,790.0%
5Y+1,014.7%-28.2%+1,042.9%+1,062.4%
10Y+2,614.7%+209.1%+2,405.6%+1,150.4%
All+2,614.7%+203.1%+2,411.6%+1,150.4%

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