+93.0%
AVAV vs LBRT
-26.4%
+119.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -13.7% | +3.8% | -7.4% |
| 7D | -24.3% | -34.8% | +10.5% | -18.3% |
| 30D | -28.9% | -43.6% | +14.7% | -21.4% |
| 3M | -39.3% | -41.2% | +2.0% | -33.6% |
| 6M | -38.8% | -66.1% | +27.3% | -27.1% |
| YTD | -57.8% | -37.9% | -19.9% | -55.7% |
| 1Y | -70.9% | -33.9% | -37.0% | -69.8% |
| 3Y | -14.8% | -40.9% | +26.1% | -14.0% |
| 5Y | +7.3% | +2.1% | +5.2% | -6.1% |
| All | +93.0% | -26.4% | +119.4% | +45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling