-3.3%
ADSK vs LTH
+153.7%
-157.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.1% | +2.6% |
| 7D | -10.9% | -3.7% | -7.2% | -10.2% |
| 30D | -15.9% | -5.3% | -10.6% | -15.0% |
| 3M | -4.4% | +24.2% | -28.6% | -8.6% |
| 6M | -16.6% | +54.8% | -71.5% | -25.1% |
| YTD | -28.5% | +56.1% | -84.6% | -36.0% |
| 1Y | -34.6% | +45.5% | -80.2% | -40.6% |
| All | -3.3% | +153.7% | -157.0% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling