-25.0%
ADSK vs LTH
+156.3%
-181.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.9% | -2.1% |
| 7D | -14.3% | +1.5% | -15.9% | -14.8% |
| 30D | -14.8% | -3.1% | -11.7% | -14.2% |
| 3M | -5.7% | +28.1% | -33.8% | -12.7% |
| 6M | -18.7% | +67.4% | -86.1% | -31.7% |
| YTD | -28.3% | +59.8% | -88.1% | -39.1% |
| 1Y | -35.1% | +45.6% | -80.7% | -43.3% |
| 3Y | -3.2% | +162.0% | -165.2% | -33.2% |
| All | -25.0% | +156.3% | -181.3% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling