+143.7%
LEN vs AVAV
+358.8%
-215.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.7% | -2.6% | -5.0% |
| 7D | +0.7% | 0.0% | +0.7% | +0.3% |
| 30D | +13.0% | -9.9% | +22.9% | +14.2% |
| 3M | +1.9% | -34.7% | +36.6% | +7.7% |
| 6M | -0.7% | -26.6% | +25.9% | +1.7% |
| YTD | -13.8% | -48.9% | +35.1% | -8.3% |
| 1Y | -28.1% | -63.0% | +34.9% | -19.8% |
| 3Y | -22.8% | +1.6% | -24.4% | -32.5% |
| 5Y | -7.4% | +34.5% | -41.8% | -26.9% |
| 10Y | +143.7% | +359.3% | -215.6% | +52.1% |
| All | +143.7% | +358.8% | -215.1% | +52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling