+1,549.9%
LLY vs ADSK
+222.2%
+1,327.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -2.9% | -2.5% | -0.4% | -2.5% |
| 30D | -8.4% | -14.9% | +6.4% | -5.9% |
| 3M | -3.8% | +3.3% | -7.1% | -4.6% |
| 6M | +11.9% | -15.7% | +27.6% | +14.6% |
| YTD | +4.3% | -28.2% | +32.6% | +9.8% |
| 1Y | +48.5% | -34.5% | +83.0% | +58.8% |
| 3Y | +91.2% | -2.9% | +94.1% | +88.4% |
| 5Y | +387.5% | -25.3% | +412.8% | +389.5% |
| All | +1,549.9% | +222.2% | +1,327.7% | +1,093.4% |
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