+41.0%
AVAV vs LH
+31.3%
+9.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.0% |
| 7D | +3.2% | -0.8% | +4.0% | +3.5% |
| 30D | -20.3% | +2.0% | -22.3% | -20.9% |
| 3M | -19.4% | +24.3% | -43.7% | -24.4% |
| 6M | -35.3% | +21.1% | -56.3% | -38.8% |
| YTD | -38.5% | +30.4% | -68.9% | -43.2% |
| 1Y | -37.2% | +18.4% | -55.6% | -40.7% |
| 3Y | +31.1% | +65.5% | -34.4% | +8.0% |
| 5Y | +41.0% | +29.9% | +11.2% | +14.6% |
| All | +41.0% | +31.3% | +9.8% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling