-10.2%
ADSK vs LTH
+84.0%
-94.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.3% | +0.7% | +6.4% |
| 7D | +11.4% | +9.9% | +1.6% | +10.4% |
| 30D | +21.9% | +18.3% | +3.6% | +19.9% |
| 3M | +13.9% | +5.9% | +7.9% | +13.1% |
| 6M | +9.1% | +80.3% | -71.2% | +1.8% |
| YTD | -8.8% | +78.3% | -87.0% | -14.6% |
| 1Y | -10.2% | +81.0% | -91.2% | -16.4% |
| All | -10.2% | +84.0% | -94.3% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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