+333.1%
AVAV vs LPLA
+1,081.7%
-748.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -3.4% | -6.4% | -8.8% |
| 7D | -24.3% | +7.6% | -32.0% | -26.2% |
| 30D | -28.9% | -9.5% | -19.4% | -27.1% |
| 3M | -39.3% | -16.3% | -22.9% | -36.3% |
| 6M | -38.8% | -8.0% | -30.8% | -38.2% |
| YTD | -57.8% | -15.5% | -42.3% | -56.3% |
| 1Y | -70.9% | -19.4% | -51.5% | -69.4% |
| 3Y | -14.8% | +39.7% | -54.5% | -27.5% |
| 5Y | +7.3% | +83.0% | -75.7% | -20.1% |
| 10Y | +325.3% | +933.4% | -608.1% | +72.2% |
| All | +333.1% | +1,081.7% | -748.6% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling