+3,964.0%
ADSK vs LH
+1,355.8%
+2,608.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -2.4% |
| 7D | -14.5% | -3.2% | -11.3% | -13.9% |
| 30D | -19.3% | +0.1% | -19.5% | -19.3% |
| 3M | -7.8% | +18.6% | -26.4% | -11.0% |
| 6M | -20.8% | +17.9% | -38.7% | -23.4% |
| YTD | -30.2% | +28.9% | -59.1% | -33.9% |
| 1Y | -36.5% | +16.6% | -53.1% | -38.6% |
| 3Y | -5.7% | +63.6% | -69.3% | -15.4% |
| 5Y | -28.2% | +30.0% | -58.2% | -32.5% |
| 10Y | +209.1% | +191.9% | +17.2% | +148.6% |
| All | +3,964.0% | +1,355.8% | +2,608.2% | +2,436.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling