+27.7%
AVAV vs LH
+54.7%
-27.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.6% |
| 7D | +4.2% | +1.1% | +3.2% | +3.9% |
| 30D | -2.6% | +16.7% | -19.3% | -6.9% |
| 3M | -38.0% | +15.1% | -53.1% | -40.6% |
| 6M | -27.0% | +46.3% | -73.3% | -34.8% |
| YTD | -51.4% | +48.8% | -100.2% | -57.0% |
| 1Y | -60.2% | +39.7% | -99.9% | -64.2% |
| 3Y | -6.7% | +87.0% | -93.7% | -26.3% |
| All | +27.7% | +54.7% | -27.1% | -1.6% |
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