-70.9%
AVAV vs LUMN
-62.6%
-8.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -11.0% | +1.1% | -7.0% |
| 7D | -24.3% | -16.9% | -7.4% | -20.6% |
| 30D | -28.9% | -32.7% | +3.8% | -21.8% |
| 3M | -39.3% | -34.5% | -4.7% | -33.0% |
| 6M | -38.8% | -56.9% | +18.1% | -26.1% |
| YTD | -57.8% | -48.8% | -9.0% | -52.5% |
| 1Y | -70.9% | -63.4% | -7.5% | -66.5% |
| All | -70.9% | -62.6% | -8.3% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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