-25.6%
LEN vs AVAV
-3.9%
-21.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.8% | +0.2% |
| 7D | -5.8% | +4.2% | -10.0% | -6.0% |
| 30D | +13.7% | -2.6% | +16.3% | +13.7% |
| 3M | -3.9% | -38.0% | +34.1% | -1.0% |
| 6M | -0.4% | -27.0% | +26.6% | +1.1% |
| YTD | -16.8% | -51.4% | +34.6% | -13.9% |
| 1Y | -29.5% | -60.2% | +30.7% | -26.5% |
| 3Y | -25.6% | -6.7% | -18.9% | -29.3% |
| All | -25.6% | -3.9% | -21.7% | -29.3% |
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