-5.7%
ADSK vs LCID
-95.5%
+89.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.5% |
| 7D | -14.3% | +1.8% | -16.1% | -14.5% |
| 30D | -14.8% | -34.2% | +19.4% | -10.9% |
| 3M | -5.7% | -9.1% | +3.4% | -6.5% |
| 6M | -18.7% | -52.6% | +33.9% | -13.7% |
| YTD | -28.3% | -56.2% | +27.9% | -23.7% |
| 1Y | -35.1% | -74.9% | +39.8% | -26.6% |
| 3Y | -3.2% | -92.1% | +88.9% | +17.9% |
| 5Y | -26.7% | -97.6% | +70.8% | +1.7% |
| All | -5.7% | -95.5% | +89.7% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded LCID 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling