-62.0%
AVAV vs LH
+49.3%
-111.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.4% | +11.2% | +12.1% |
| 7D | +3.2% | +4.6% | -1.4% | +1.8% |
| 30D | -7.4% | +19.1% | -26.5% | -12.2% |
| 3M | -32.0% | +16.7% | -48.8% | -35.3% |
| 6M | -24.6% | +47.0% | -71.6% | -32.8% |
| YTD | -47.5% | +49.3% | -96.8% | -53.8% |
| All | -62.0% | +49.3% | -111.3% | -67.1% |
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