+1,668.5%
LITE vs ADSK
-1.5%
+1,670.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -8.3% | +12.3% | +6.4% |
| 7D | -1.5% | -16.4% | +14.9% | +3.6% |
| 30D | +6.7% | -9.2% | +15.9% | +8.9% |
| 3M | -6.8% | -6.7% | 0.0% | -6.5% |
| 6M | +29.4% | -15.5% | +45.0% | +35.0% |
| YTD | +139.1% | -26.4% | +165.5% | +176.4% |
| 1Y | +521.0% | -31.9% | +552.9% | +666.5% |
| All | +1,668.5% | -1.5% | +1,670.0% | +1,402.3% |
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