+4,494.7%
ADSK vs LEN
+10,174.6%
-5,679.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.8% |
| 7D | -14.5% | -3.4% | -11.2% | -13.7% |
| 30D | -19.3% | -5.7% | -13.7% | -18.1% |
| 3M | -7.8% | -12.2% | +4.4% | -4.9% |
| 6M | -20.8% | -18.3% | -2.5% | -17.1% |
| YTD | -30.2% | -20.2% | -10.0% | -27.0% |
| 1Y | -36.5% | -40.1% | +3.6% | -28.4% |
| 3Y | -5.7% | -26.2% | +20.5% | -2.0% |
| 5Y | -28.2% | -9.8% | -18.3% | -29.4% |
| 10Y | +209.1% | +109.1% | +100.0% | +127.9% |
| All | +4,494.7% | +10,174.6% | -5,679.9% | +1,179.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling