+19.6%
AVAV vs LTH
+142.9%
-123.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.3% | +11.8% | +10.8% |
| 7D | -10.6% | +4.5% | -15.1% | -11.9% |
| 30D | -18.8% | +16.3% | -35.1% | -22.2% |
| 3M | -34.1% | +8.4% | -42.5% | -35.8% |
| 6M | -35.3% | +40.3% | -75.6% | -41.6% |
| YTD | -53.4% | +77.3% | -130.7% | -60.8% |
| 1Y | -65.6% | +88.0% | -153.6% | -71.6% |
| 3Y | -5.1% | +274.3% | -279.3% | -37.7% |
| All | +19.6% | +142.9% | -123.3% | -28.0% |
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