+504.5%
AVAV vs LH
+449.2%
+55.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.1% |
| 7D | -2.2% | -2.5% | +0.2% | -1.1% |
| 30D | -13.9% | +4.3% | -18.3% | -15.6% |
| 3M | -29.2% | +25.5% | -54.8% | -36.1% |
| 6M | -36.1% | +17.0% | -53.1% | -40.5% |
| YTD | -40.2% | +31.3% | -71.5% | -47.2% |
| 1Y | -36.2% | +20.0% | -56.2% | -42.0% |
| 3Y | +47.5% | +63.9% | -16.3% | +13.6% |
| 5Y | +39.3% | +30.9% | +8.4% | +16.6% |
| 10Y | +482.6% | +191.4% | +291.2% | +210.1% |
| All | +504.5% | +449.2% | +55.3% | +115.9% |
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