+390.2%
LLY vs ADSK
-28.7%
+418.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.7% | +0.5% |
| 7D | -3.1% | -14.5% | +11.4% | -0.6% |
| 30D | -8.6% | -19.3% | +10.7% | -5.4% |
| 3M | -1.6% | -7.8% | +6.1% | -0.7% |
| 6M | +11.8% | -20.8% | +32.6% | +15.5% |
| YTD | +5.1% | -30.2% | +35.3% | +10.7% |
| 1Y | +50.7% | -36.5% | +87.2% | +61.2% |
| 3Y | +95.7% | -5.7% | +101.4% | +94.9% |
| 5Y | +390.2% | -28.2% | +418.3% | +372.0% |
| All | +390.2% | -28.7% | +418.9% | +372.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling