+38.8%
AVAV vs LTH
+174.8%
-136.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.2% | +1.3% | -1.8% |
| 7D | +18.4% | -4.6% | +23.0% | +19.8% |
| 30D | -4.9% | +14.8% | -19.8% | -8.7% |
| 3M | -37.7% | +3.9% | -41.6% | -38.6% |
| 6M | -28.4% | +35.5% | -63.9% | -34.7% |
| YTD | -50.0% | +71.3% | -121.4% | -57.6% |
| 1Y | -62.6% | +75.7% | -138.3% | -68.5% |
| 3Y | -0.6% | +231.9% | -232.5% | -32.1% |
| 5Y | +31.9% | +130.5% | -98.5% | -17.8% |
| All | +38.8% | +174.8% | -136.1% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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