+104.7%
LEN vs AVAV
+478.6%
-373.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.7% |
| 7D | -3.2% | -2.2% | -1.0% | -2.8% |
| 30D | -4.9% | -13.9% | +9.0% | -2.4% |
| 3M | -8.5% | -29.2% | +20.7% | -3.5% |
| 6M | -20.7% | -36.1% | +15.5% | -15.5% |
| YTD | -17.4% | -40.2% | +22.8% | -12.6% |
| 1Y | -38.2% | -36.2% | -2.0% | -36.5% |
| 3Y | -24.9% | +47.5% | -72.4% | -40.6% |
| 5Y | -11.4% | +39.3% | -50.7% | -32.7% |
| 10Y | +110.0% | +482.6% | -372.5% | -0.4% |
| All | +104.7% | +478.6% | -373.9% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling