-20.1%
ADSK vs LSCC
+36.6%
-56.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.4% | -7.8% | -1.2% |
| 7D | +2.1% | +19.3% | -17.2% | -2.1% |
| 30D | +11.9% | -9.6% | +21.5% | +13.3% |
| 3M | +5.7% | -12.4% | +18.1% | +7.0% |
| 6M | +7.7% | -10.5% | +18.2% | +4.8% |
| YTD | -11.0% | +54.8% | -65.8% | -29.2% |
| 1Y | -11.4% | +79.4% | -90.8% | -33.2% |
| 3Y | +28.7% | +109.6% | -80.9% | -19.6% |
| 5Y | -20.1% | +40.4% | -60.4% | -48.0% |
| All | -20.1% | +36.6% | -56.6% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling