+140.8%
LLY vs ADSK
+26.4%
+114.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.9% |
| 7D | +6.7% | +1.0% | +5.7% | +6.5% |
| 30D | +19.6% | +14.4% | +5.2% | +16.4% |
| 3M | +19.7% | +2.5% | +17.2% | +18.7% |
| 6M | +42.7% | +14.5% | +28.3% | +37.9% |
| YTD | +35.1% | -10.7% | +45.8% | +37.4% |
| 1Y | +42.2% | -11.0% | +53.2% | +44.6% |
| 3Y | +140.8% | +25.9% | +114.9% | +135.5% |
| All | +140.8% | +26.4% | +114.4% | +135.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling