-4.1%
LHX vs ADSK
-31.6%
+27.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.3% | +6.6% | -1.1% |
| 7D | -2.0% | -16.4% | +14.4% | -0.8% |
| 30D | -9.9% | -9.2% | -0.7% | -9.4% |
| 3M | -16.5% | -6.7% | -9.7% | -16.1% |
| 6M | -29.6% | -15.5% | -14.1% | -28.9% |
| YTD | -11.6% | -26.4% | +14.8% | -11.7% |
| 1Y | -4.1% | -31.9% | +27.8% | -3.2% |
| All | -4.1% | -31.6% | +27.5% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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