-10.4%
LEN vs AVAV
+39.7%
-50.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.8% |
| 7D | -3.2% | -2.2% | -1.0% | -2.9% |
| 30D | -4.9% | -13.9% | +9.0% | -3.4% |
| 3M | -8.5% | -29.2% | +20.7% | -5.5% |
| 6M | -20.7% | -36.1% | +15.5% | -17.6% |
| YTD | -17.4% | -40.2% | +22.8% | -14.4% |
| 1Y | -38.2% | -36.2% | -2.0% | -37.2% |
| 3Y | -24.9% | +47.5% | -72.4% | -37.6% |
| All | -10.4% | +39.7% | -50.1% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling