-2.9%
ADSK vs LEN
-27.3%
+24.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | 0.0% |
| 7D | -2.5% | -4.8% | +2.2% | -1.7% |
| 30D | -14.9% | -6.6% | -8.3% | -13.9% |
| 3M | +3.3% | -15.7% | +19.0% | +6.3% |
| 6M | -15.7% | -16.6% | +1.0% | -13.2% |
| YTD | -28.2% | -21.3% | -6.9% | -25.9% |
| 1Y | -34.5% | -42.0% | +7.5% | -27.1% |
| 3Y | -2.9% | -27.9% | +25.0% | -5.7% |
| All | -2.9% | -27.3% | +24.4% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling