-69.0%
AVAV vs LPLA
-16.5%
-52.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +4.6% | -13.0% | -9.5% |
| 7D | -10.1% | +15.7% | -25.8% | -13.7% |
| 30D | -18.7% | -6.2% | -12.5% | -17.5% |
| 3M | -33.0% | -12.0% | -21.0% | -30.6% |
| 6M | -37.2% | -2.7% | -34.4% | -37.0% |
| YTD | -53.2% | -12.5% | -40.6% | -47.7% |
| 1Y | -69.0% | -16.5% | -52.5% | -65.4% |
| All | -69.0% | -16.5% | -52.5% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 1y: compounded portfolio wealth divided by compounded LPLA 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…
1y analysis · Full analysis span regression · 6 months rolling