-18.7%
LEN vs AVAV
-5.8%
-12.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +10.5% | -13.6% | -3.7% |
| 7D | +2.1% | -10.6% | +12.7% | +2.7% |
| 30D | +16.6% | -18.8% | +35.4% | +18.0% |
| 3M | +5.3% | -34.1% | +39.4% | +7.9% |
| 6M | -0.8% | -35.3% | +34.6% | +1.4% |
| YTD | -11.7% | -53.4% | +41.6% | -8.4% |
| 1Y | -24.6% | -65.6% | +41.0% | -20.8% |
| 3Y | -18.7% | -5.1% | -13.6% | -28.4% |
| All | -18.7% | -5.8% | -12.9% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling