+7,369.1%
LHX vs ADSK
+4,774.6%
+2,594.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -4.3% | -2.5% | -1.7% | -3.8% |
| 30D | -15.1% | -14.9% | -0.3% | -12.5% |
| 3M | -21.0% | +3.3% | -24.3% | -21.8% |
| 6M | -32.0% | -15.7% | -16.3% | -30.3% |
| YTD | -15.3% | -28.2% | +12.9% | -10.7% |
| 1Y | -11.1% | -34.5% | +23.5% | -4.5% |
| 3Y | +54.0% | -2.9% | +56.9% | +50.2% |
| 5Y | +17.1% | -25.3% | +42.4% | +16.4% |
| 10Y | +225.8% | +217.8% | +8.0% | +126.5% |
| All | +7,369.1% | +4,774.6% | +2,594.4% | +2,595.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling