+17.9%
LMT vs ADSK
-31.6%
+49.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.3% | +6.8% | -1.2% |
| 7D | -6.3% | -16.4% | +10.1% | -5.9% |
| 30D | -8.5% | -9.2% | +0.7% | -8.2% |
| 3M | +1.8% | -6.7% | +8.6% | +1.6% |
| 6M | -19.9% | -15.5% | -4.4% | -20.4% |
| YTD | +10.6% | -26.4% | +37.0% | +7.0% |
| 1Y | +17.9% | -31.9% | +49.8% | +15.9% |
| All | +17.9% | -31.6% | +49.6% | +15.9% |
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