-69.0%
AVAV vs LH
+44.2%
-113.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +3.9% | -12.3% | -9.5% |
| 7D | -10.1% | +2.1% | -12.2% | -10.6% |
| 30D | -18.7% | +19.2% | -37.9% | -23.4% |
| 3M | -33.0% | +18.0% | -51.0% | -37.0% |
| 6M | -37.2% | +46.1% | -83.3% | -44.8% |
| YTD | -53.2% | +47.7% | -100.9% | -59.8% |
| 1Y | -69.0% | +47.2% | -116.2% | -74.1% |
| All | -69.0% | +44.2% | -113.2% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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