-60.2%
AVAV vs LTH
+79.8%
-140.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.1% |
| 7D | +4.2% | -1.3% | +5.5% | +4.4% |
| 30D | -2.6% | +15.7% | -18.2% | -5.7% |
| 3M | -38.0% | +5.0% | -42.9% | -38.9% |
| 6M | -27.0% | +37.7% | -64.7% | -33.5% |
| YTD | -51.4% | +75.0% | -126.4% | -58.7% |
| 1Y | -60.2% | +82.6% | -142.9% | -66.4% |
| All | -60.2% | +79.8% | -140.0% | -66.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling