+214.2%
ADSK vs LSCC
+1,847.8%
-1,633.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.7% |
| 7D | -10.9% | +0.4% | -11.4% | -11.1% |
| 30D | -15.9% | -9.5% | -6.4% | -13.7% |
| 3M | -4.4% | -13.8% | +9.4% | -3.2% |
| 6M | -16.6% | +24.5% | -41.1% | -26.9% |
| YTD | -28.5% | +55.1% | -83.6% | -43.0% |
| 1Y | -34.6% | +72.5% | -107.1% | -50.4% |
| 3Y | -3.5% | +24.5% | -28.0% | -25.0% |
| 5Y | -25.6% | +81.8% | -107.4% | -53.0% |
| All | +214.2% | +1,847.8% | -1,633.6% | -7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling