-5.5%
ADSK vs LSCC
+24.3%
-29.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.5% |
| 7D | -14.5% | +1.4% | -15.9% | -14.6% |
| 30D | -19.3% | -10.0% | -9.3% | -18.6% |
| 3M | -7.8% | -16.1% | +8.3% | -7.1% |
| 6M | -20.8% | +27.4% | -48.1% | -25.9% |
| YTD | -30.2% | +56.9% | -87.1% | -37.8% |
| 1Y | -36.5% | +74.6% | -111.0% | -44.9% |
| All | -5.5% | +24.3% | -29.9% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling