-10.2%
ADSK vs LH
+44.2%
-54.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.9% | +3.1% | +5.6% |
| 7D | +11.4% | +2.1% | +9.3% | +10.5% |
| 30D | +21.9% | +19.2% | +2.7% | +13.8% |
| 3M | +13.9% | +18.0% | -4.1% | +6.8% |
| 6M | +9.1% | +46.1% | -37.0% | -5.2% |
| YTD | -8.8% | +47.7% | -56.4% | -19.2% |
| 1Y | -10.2% | +47.2% | -57.5% | -20.8% |
| All | -10.2% | +44.2% | -54.5% | -20.8% |
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