+122.2%
AVAV vs LBRT
-15.3%
+137.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.9% |
| 7D | +4.2% | +9.2% | -5.0% | +2.6% |
| 30D | -2.6% | -27.5% | +25.0% | +3.1% |
| 3M | -38.0% | -37.9% | -0.1% | -32.7% |
| 6M | -27.0% | -60.7% | +33.7% | -15.3% |
| YTD | -51.4% | -28.5% | -22.9% | -50.2% |
| 1Y | -60.2% | -13.2% | -47.0% | -60.8% |
| 3Y | -6.7% | -28.8% | +22.1% | -8.8% |
| 5Y | +28.3% | +28.0% | +0.4% | +7.9% |
| All | +122.2% | -15.3% | +137.5% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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