+41.8%
AVAV vs LTH
+186.2%
-144.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.9% | -3.0% |
| 7D | 0.0% | +6.4% | -6.4% | -1.9% |
| 30D | -9.9% | +16.7% | -26.7% | -13.8% |
| 3M | -34.7% | +11.7% | -46.4% | -36.9% |
| 6M | -26.6% | +48.5% | -75.1% | -34.7% |
| YTD | -48.9% | +78.4% | -127.3% | -57.1% |
| 1Y | -63.0% | +89.7% | -152.7% | -69.5% |
| 3Y | +1.6% | +245.6% | -244.1% | -31.3% |
| 5Y | +34.5% | +142.7% | -108.2% | -17.2% |
| All | +41.8% | +186.2% | -144.4% | -13.3% |
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