+546.2%
LITE vs ADSK
-19.8%
+566.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.6% | +10.1% | +10.5% |
| 7D | -12.9% | +2.1% | -15.0% | -13.7% |
| 30D | -46.0% | +11.9% | -57.9% | -48.6% |
| 3M | -33.0% | +5.7% | -38.8% | -35.8% |
| 6M | -34.0% | +7.7% | -41.7% | -38.9% |
| YTD | +61.7% | -11.0% | +72.8% | +63.5% |
| 1Y | +148.3% | -11.4% | +159.7% | +151.9% |
| 3Y | +1,408.5% | +28.7% | +1,379.8% | +1,157.3% |
| 5Y | +546.2% | -20.1% | +566.2% | +492.9% |
| All | +546.2% | -19.8% | +566.0% | +492.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling