-31.9%
ADSK vs LH
+20.0%
-51.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.4% | -6.9% | -7.7% |
| 7D | -16.4% | -2.5% | -14.0% | -15.6% |
| 30D | -9.2% | +4.3% | -13.6% | -10.5% |
| 3M | -6.7% | +25.5% | -32.3% | -13.7% |
| 6M | -15.5% | +17.0% | -32.5% | -20.7% |
| YTD | -26.4% | +31.3% | -57.7% | -32.1% |
| 1Y | -31.9% | +20.0% | -51.9% | -36.7% |
| All | -31.9% | +20.0% | -51.9% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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