+513.1%
AVAV vs LUMN
-47.2%
+560.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.2% | -0.5% |
| 7D | +1.4% | +2.5% | -1.1% | +1.0% |
| 30D | -24.3% | +10.3% | -34.6% | -25.4% |
| 3M | -20.1% | -18.3% | -1.9% | -18.3% |
| 6M | -29.4% | +4.4% | -33.7% | -30.6% |
| YTD | -39.3% | -10.7% | -28.7% | -39.4% |
| 1Y | -39.3% | +14.0% | -53.3% | -42.2% |
| 3Y | +29.5% | +406.6% | -377.1% | -18.2% |
| 5Y | +56.3% | -36.8% | +93.1% | +50.0% |
| 10Y | +518.8% | -56.2% | +574.9% | +483.0% |
| All | +513.1% | -47.2% | +560.3% | +420.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling