+504.5%
AVAV vs LII
+1,595.5%
-1,091.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.2% |
| 7D | -2.2% | -0.7% | -1.5% | -2.0% |
| 30D | -13.9% | -12.6% | -1.3% | -9.3% |
| 3M | -29.2% | -24.4% | -4.8% | -21.6% |
| 6M | -36.1% | -28.7% | -7.4% | -28.2% |
| YTD | -40.2% | -19.1% | -21.1% | -36.1% |
| 1Y | -36.2% | -29.7% | -6.5% | -28.1% |
| 3Y | +47.5% | +4.8% | +42.7% | +38.2% |
| 5Y | +39.3% | +24.6% | +14.7% | +18.9% |
| 10Y | +482.6% | +169.2% | +313.4% | +267.5% |
| All | +504.5% | +1,595.5% | -1,091.1% | +106.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling