+232.7%
LITE vs ADSK
-10.6%
+243.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +7.0% | -14.9% | -3.4% |
| 7D | -31.4% | +11.4% | -42.9% | -25.9% |
| 30D | -42.6% | +21.9% | -64.5% | -34.6% |
| 3M | -26.2% | +13.9% | -40.1% | -16.9% |
| 6M | -35.8% | +9.1% | -44.9% | -23.7% |
| YTD | +70.0% | -8.8% | +78.8% | +143.4% |
| 1Y | +232.7% | -10.2% | +243.0% | +383.0% |
| All | +232.7% | -10.6% | +243.4% | +383.0% |
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