-13.9%
ADSK vs LSCC
+83.9%
-97.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.4% | -10.4% | +1.6% |
| 7D | -3.7% | +14.5% | -18.2% | -1.4% |
| 30D | +11.3% | -0.1% | +11.4% | +12.3% |
| 3M | +3.3% | -2.7% | +6.0% | +4.3% |
| 6M | +10.1% | -4.8% | +14.9% | +11.2% |
| YTD | -12.2% | +66.9% | -79.0% | -13.7% |
| 1Y | -13.9% | +85.8% | -99.7% | -17.6% |
| All | -13.9% | +83.9% | -97.8% | -17.6% |
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