+358.4%
AVAV vs LII
+162.0%
+196.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.0% | +12.4% | +11.3% |
| 7D | -10.6% | -0.6% | -10.0% | -10.6% |
| 30D | -18.8% | -4.6% | -14.2% | -17.6% |
| 3M | -34.1% | -21.2% | -12.9% | -27.1% |
| 6M | -35.3% | -36.4% | +1.1% | -22.0% |
| YTD | -53.4% | -28.9% | -24.5% | -47.1% |
| 1Y | -65.6% | -29.5% | -36.1% | -60.9% |
| 3Y | -5.1% | -8.6% | +3.5% | -8.5% |
| 5Y | +18.5% | +20.2% | -1.7% | -4.6% |
| All | +358.4% | +162.0% | +196.4% | +162.5% |
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