-31.9%
ADSK vs LEN
-37.1%
+5.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.0% | -7.2% | -8.2% |
| 7D | -16.4% | -3.2% | -13.2% | -16.3% |
| 30D | -9.2% | -4.9% | -4.3% | -9.1% |
| 3M | -6.7% | -8.5% | +1.8% | -6.7% |
| 6M | -15.5% | -20.7% | +5.2% | -15.3% |
| YTD | -26.4% | -17.4% | -9.0% | -26.7% |
| 1Y | -31.9% | -38.2% | +6.4% | -28.8% |
| All | -31.9% | -37.1% | +5.2% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling