+379.1%
AVAV vs LII
+170.7%
+208.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.2% | +10.4% | +11.6% |
| 7D | +3.2% | -1.2% | +4.3% | +3.6% |
| 30D | -7.4% | -2.0% | -5.4% | -7.1% |
| 3M | -32.0% | -20.2% | -11.8% | -25.1% |
| 6M | -24.6% | -32.5% | +8.0% | -11.3% |
| YTD | -47.5% | -27.4% | -20.1% | -41.0% |
| 1Y | -61.5% | -28.2% | -33.3% | -56.5% |
| 3Y | +5.5% | -7.2% | +12.7% | +1.0% |
| 5Y | +35.7% | +19.9% | +15.8% | +9.6% |
| 10Y | +379.1% | +168.6% | +210.5% | +170.0% |
| All | +379.1% | +170.7% | +208.4% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling