+163.0%
LITE vs ADSK
-12.0%
+175.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.4% | -3.3% |
| 7D | +10.8% | +1.0% | +9.7% | +11.5% |
| 30D | -33.4% | +14.4% | -47.8% | -26.6% |
| 3M | -32.2% | +2.5% | -34.7% | -28.1% |
| 6M | -42.1% | +14.5% | -56.5% | -31.3% |
| YTD | +61.9% | -10.7% | +72.5% | +125.7% |
| 1Y | +163.0% | -11.0% | +174.0% | +267.9% |
| All | +163.0% | -12.0% | +175.0% | +267.9% |
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