-2.9%
ADSK vs LH
+58.7%
-61.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.2% |
| 7D | -2.5% | -4.7% | +2.2% | -0.8% |
| 30D | -14.9% | -3.5% | -11.4% | -13.8% |
| 3M | +3.3% | +17.7% | -14.4% | -2.7% |
| 6M | -15.7% | +15.8% | -31.4% | -20.1% |
| YTD | -28.2% | +25.1% | -53.3% | -34.0% |
| 1Y | -34.5% | +12.5% | -47.1% | -37.6% |
| 3Y | -2.9% | +59.8% | -62.7% | -16.8% |
| All | -2.9% | +58.7% | -61.6% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling