-10.2%
ADSK vs LSCC
+57.8%
-68.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.3% | +5.8% | +7.2% |
| 7D | +11.4% | +3.0% | +8.5% | +12.2% |
| 30D | +21.9% | -19.3% | +41.2% | +18.7% |
| 3M | +13.9% | -22.3% | +36.1% | +10.9% |
| 6M | +9.1% | -14.6% | +23.7% | +7.8% |
| YTD | -8.8% | +45.8% | -54.5% | -12.6% |
| 1Y | -10.2% | +69.6% | -79.8% | -16.6% |
| All | -10.2% | +57.8% | -68.1% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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