-26.7%
ADSK vs LSCC
+85.6%
-112.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.9% |
| 7D | -14.3% | +5.2% | -19.5% | -15.4% |
| 30D | -14.8% | -9.6% | -5.2% | -12.9% |
| 3M | -5.7% | -17.8% | +12.1% | -3.4% |
| 6M | -18.7% | +37.4% | -56.1% | -30.1% |
| YTD | -28.3% | +59.7% | -88.0% | -42.4% |
| 1Y | -35.1% | +76.2% | -111.3% | -50.2% |
| 3Y | -3.2% | +28.2% | -31.4% | -22.2% |
| 5Y | -26.7% | +87.2% | -113.9% | -56.8% |
| All | -26.7% | +85.6% | -112.4% | -56.8% |
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