+1,009.8%
LITE vs ADSK
-25.9%
+1,035.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.6% | +13.7% | +12.0% |
| 7D | +12.6% | -14.3% | +26.9% | +19.1% |
| 30D | +9.9% | -14.8% | +24.7% | +15.8% |
| 3M | +9.3% | -5.7% | +15.0% | +7.6% |
| 6M | +75.2% | -18.7% | +93.9% | +82.8% |
| YTD | +165.5% | -28.3% | +193.8% | +194.6% |
| 1Y | +555.0% | -35.1% | +590.0% | +670.5% |
| 3Y | +1,870.5% | -3.2% | +1,873.7% | +1,765.7% |
| 5Y | +1,009.8% | -26.7% | +1,036.5% | +966.5% |
| All | +1,009.8% | -25.9% | +1,035.7% | +966.5% |
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 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