+17,170.0%
LLY vs ADSK
+4,770.3%
+12,399.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.8% |
| 7D | -3.1% | -14.3% | +11.2% | -1.0% |
| 30D | -5.1% | -14.8% | +9.7% | -3.1% |
| 3M | -2.1% | -5.7% | +3.6% | -1.5% |
| 6M | +13.8% | -18.7% | +32.5% | +16.5% |
| YTD | +5.1% | -28.3% | +33.4% | +9.3% |
| 1Y | +53.1% | -35.1% | +88.2% | +61.3% |
| 3Y | +95.6% | -3.2% | +98.8% | +93.7% |
| 5Y | +361.5% | -26.7% | +388.2% | +364.7% |
| 10Y | +1,545.2% | +208.4% | +1,336.8% | +1,222.1% |
| All | +17,170.0% | +4,770.3% | +12,399.8% | +8,046.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling