+3,074.3%
ADSK vs LNG
+1,116.8%
+1,957.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.4% |
| 7D | -10.9% | -4.5% | -6.4% | -10.7% |
| 30D | -15.9% | +4.7% | -20.6% | -16.1% |
| 3M | -4.4% | +15.1% | -19.5% | -5.3% |
| 6M | -16.6% | +13.6% | -30.2% | -17.4% |
| YTD | -28.5% | +44.0% | -72.5% | -30.2% |
| 1Y | -34.6% | +18.4% | -53.0% | -35.5% |
| 3Y | -3.5% | +75.9% | -79.3% | -7.1% |
| 5Y | -25.6% | +231.7% | -257.3% | -31.3% |
| 10Y | +216.6% | +549.0% | -332.4% | +180.5% |
| All | +3,074.3% | +1,116.8% | +1,957.5% | +2,071.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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