+185.8%
LMT vs ADSK
+222.2%
-36.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -0.2% | -2.5% | +2.3% | +0.1% |
| 30D | -13.1% | -14.9% | +1.8% | -11.4% |
| 3M | -3.9% | +3.3% | -7.2% | -4.5% |
| 6M | -18.3% | -15.7% | -2.6% | -16.9% |
| YTD | +10.3% | -28.2% | +38.6% | +14.3% |
| 1Y | +14.2% | -34.5% | +48.8% | +19.7% |
| 3Y | +35.0% | -2.9% | +37.9% | +31.6% |
| 5Y | +73.2% | -25.3% | +98.6% | +72.5% |
| All | +185.8% | +222.2% | -36.4% | +113.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling