+3,549.0%
LRCX vs ADSK
+222.2%
+3,326.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -3.1% | -2.5% | -0.5% | -1.9% |
| 30D | -8.6% | -14.9% | +6.3% | -1.1% |
| 3M | -17.7% | +3.3% | -21.0% | -23.2% |
| 6M | +36.4% | -15.7% | +52.0% | +39.5% |
| YTD | +74.5% | -28.2% | +102.8% | +94.7% |
| 1Y | +159.4% | -34.5% | +194.0% | +207.6% |
| 3Y | +361.6% | -2.9% | +364.5% | +313.4% |
| 5Y | +425.2% | -25.3% | +450.6% | +433.4% |
| All | +3,549.0% | +222.2% | +3,326.8% | +1,590.1% |
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