-22.5%
LEN vs AVAV
-68.0%
+45.5%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -8.3% | +15.4% | +7.8% |
| 7D | +10.5% | -10.1% | +20.6% | +11.3% |
| 30D | +24.6% | -18.7% | +43.4% | +26.8% |
| 3M | +6.6% | -33.0% | +39.6% | +10.3% |
| 6M | +10.6% | -37.2% | +47.8% | +14.5% |
| YTD | -8.3% | -53.2% | +44.9% | -1.5% |
| 1Y | -22.5% | -69.0% | +46.5% | -8.9% |
| All | -22.5% | -68.0% | +45.5% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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