-25.2%
ADSK vs LTH
+150.3%
-175.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.1% | +2.6% |
| 7D | -10.9% | -3.7% | -7.2% | -9.9% |
| 30D | -15.9% | -5.3% | -10.6% | -14.6% |
| 3M | -4.4% | +24.2% | -28.6% | -10.6% |
| 6M | -16.6% | +54.8% | -71.5% | -28.2% |
| YTD | -28.5% | +56.1% | -84.6% | -38.8% |
| 1Y | -34.6% | +45.5% | -80.2% | -43.0% |
| 3Y | -3.5% | +155.9% | -159.3% | -32.9% |
| All | -25.2% | +150.3% | -175.6% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling