+371.2%
AVAV vs LH
+515.8%
-144.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.9% | +9.6% | +10.1% |
| 7D | -10.6% | +1.4% | -12.0% | -11.2% |
| 30D | -18.8% | +17.5% | -36.3% | -24.6% |
| 3M | -34.1% | +16.1% | -50.2% | -38.6% |
| 6M | -35.3% | +43.4% | -78.7% | -45.1% |
| YTD | -53.4% | +47.2% | -100.6% | -61.0% |
| 1Y | -65.6% | +50.1% | -115.8% | -71.6% |
| 3Y | -5.1% | +81.2% | -86.2% | -30.2% |
| 5Y | +18.5% | +63.7% | -45.2% | -10.8% |
| 10Y | +369.8% | +269.2% | +100.7% | +124.2% |
| All | +371.2% | +515.8% | -144.6% | +59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling