+159.4%
LRCX vs ADSK
-34.7%
+194.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.2% |
| 7D | -3.1% | -2.5% | -0.5% | -4.0% |
| 30D | -8.6% | -14.9% | +6.3% | -13.7% |
| 3M | -17.7% | +3.3% | -21.0% | -14.3% |
| 6M | +36.4% | -15.7% | +52.0% | +40.9% |
| YTD | +74.5% | -28.2% | +102.8% | +97.9% |
| 1Y | +159.4% | -34.5% | +194.0% | +224.2% |
| All | +159.4% | -34.7% | +194.1% | +224.2% |
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