+551.8%
LITE vs ADSK
-36.8%
+588.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | -0.2% |
| 7D | +13.6% | -14.5% | +28.1% | +5.6% |
| 30D | +21.6% | -19.3% | +40.9% | +10.7% |
| 3M | +20.3% | -7.8% | +28.1% | +21.8% |
| 6M | +54.4% | -20.8% | +75.1% | +54.1% |
| YTD | +168.3% | -30.2% | +198.5% | +199.0% |
| 1Y | +551.8% | -36.5% | +588.3% | +627.5% |
| All | +551.8% | -36.8% | +588.6% | +627.5% |
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 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