+18.7%
LHX vs ADSK
-25.3%
+44.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -4.3% | -2.5% | -1.7% | -4.0% |
| 30D | -15.1% | -14.9% | -0.3% | -13.8% |
| 3M | -21.0% | +3.3% | -24.3% | -21.3% |
| 6M | -32.0% | -15.7% | -16.3% | -31.1% |
| YTD | -15.3% | -28.2% | +12.9% | -12.9% |
| 1Y | -11.1% | -34.5% | +23.5% | -7.6% |
| 3Y | +54.0% | -2.9% | +56.9% | +52.1% |
| All | +18.7% | -25.3% | +44.1% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling