-42.4%
LEN vs AVAV
-35.3%
-7.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.9% | -6.7% | -4.1% |
| 7D | -2.9% | +3.2% | -6.1% | -3.1% |
| 30D | -8.9% | -20.3% | +11.5% | -7.1% |
| 3M | -10.9% | -19.4% | +8.5% | -9.5% |
| 6M | -19.7% | -35.3% | +15.6% | -18.0% |
| YTD | -20.6% | -38.5% | +17.9% | -17.4% |
| 1Y | -42.4% | -37.2% | -5.2% | -44.7% |
| All | -42.4% | -35.3% | -7.1% | -44.7% |
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