+1,408.5%
LITE vs ADSK
+26.6%
+1,381.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.6% | +10.1% | +10.6% |
| 7D | -12.9% | +2.1% | -15.0% | -13.2% |
| 30D | -46.0% | +11.9% | -57.9% | -47.2% |
| 3M | -33.0% | +5.7% | -38.8% | -33.8% |
| 6M | -34.0% | +7.7% | -41.7% | -35.7% |
| YTD | +61.7% | -11.0% | +72.8% | +79.4% |
| 1Y | +148.3% | -11.4% | +159.7% | +176.6% |
| 3Y | +1,408.5% | +28.7% | +1,379.8% | +1,179.4% |
| All | +1,408.5% | +26.6% | +1,381.9% | +1,179.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling