+146.2%
LEN vs AVAV
+360.4%
-214.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -6.4% | +9.9% | -16.2% | -7.8% |
| 30D | +15.6% | -5.4% | +21.1% | +16.0% |
| 3M | -0.8% | -36.5% | +35.8% | +5.4% |
| 6M | +0.4% | -25.3% | +25.6% | +2.6% |
| YTD | -14.1% | -48.6% | +34.4% | -8.7% |
| 1Y | -29.6% | -62.1% | +32.4% | -21.8% |
| 3Y | -23.1% | +2.3% | -25.4% | -32.8% |
| 5Y | -8.9% | +35.4% | -44.3% | -28.2% |
| 10Y | +146.2% | +345.1% | -198.9% | +52.2% |
| All | +146.2% | +360.4% | -214.2% | +52.2% |
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