-24.0%
LEN vs AVAV
-62.5%
+38.5%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +12.6% | -9.4% | +2.2% |
| 7D | +0.6% | +3.2% | -2.5% | +0.2% |
| 30D | +19.4% | -7.4% | +26.8% | +20.0% |
| 3M | +4.5% | -32.0% | +36.5% | +8.1% |
| 6M | +4.9% | -24.6% | +29.5% | +6.8% |
| YTD | -8.9% | -47.5% | +38.6% | -3.1% |
| All | -24.0% | -62.5% | +38.5% | -18.6% |
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