+35.7%
AVAV vs LTH
+142.3%
-106.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -0.5% | +13.1% | +12.7% |
| 7D | +3.2% | +7.0% | -3.9% | +1.0% |
| 30D | -7.4% | +15.4% | -22.8% | -11.2% |
| 3M | -32.0% | +7.0% | -39.0% | -33.5% |
| 6M | -24.6% | +46.9% | -71.4% | -32.7% |
| YTD | -47.5% | +76.4% | -123.9% | -55.8% |
| 1Y | -61.5% | +83.7% | -145.2% | -68.0% |
| 3Y | +5.5% | +248.9% | -243.4% | -29.3% |
| 5Y | +35.7% | +141.8% | -106.1% | -17.2% |
| All | +35.7% | +142.3% | -106.6% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling