+508.8%
AVAV vs LH
+186.0%
+322.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.1% |
| 7D | +3.2% | -0.8% | +4.0% | +3.5% |
| 30D | -20.3% | +2.0% | -22.3% | -21.1% |
| 3M | -19.4% | +24.3% | -43.7% | -26.3% |
| 6M | -35.3% | +21.1% | -56.3% | -40.1% |
| YTD | -38.5% | +30.4% | -68.9% | -45.0% |
| 1Y | -37.2% | +18.4% | -55.6% | -42.0% |
| 3Y | +31.1% | +65.5% | -34.4% | +2.4% |
| 5Y | +41.0% | +29.9% | +11.2% | +19.9% |
| 10Y | +508.8% | +186.6% | +322.1% | +261.2% |
| All | +508.8% | +186.0% | +322.8% | +261.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling