-34.5%
ADSK vs LTH
+45.2%
-79.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -2.5% | -4.0% | +1.5% | -2.1% |
| 30D | -14.9% | -5.3% | -9.6% | -14.4% |
| 3M | +3.3% | +19.0% | -15.7% | +2.2% |
| 6M | -15.7% | +55.8% | -71.4% | -20.8% |
| YTD | -28.2% | +56.1% | -84.4% | -32.7% |
| 1Y | -34.5% | +41.3% | -75.8% | -35.2% |
| All | -34.5% | +45.2% | -79.7% | -35.2% |
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