+118.8%
LEN vs AVAV
+351.0%
-232.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +10.5% | -13.6% | -5.1% |
| 7D | +2.1% | -10.6% | +12.7% | +3.8% |
| 30D | +16.6% | -18.8% | +35.4% | +20.6% |
| 3M | +5.3% | -34.1% | +39.4% | +12.9% |
| 6M | -0.8% | -35.3% | +34.6% | +4.9% |
| YTD | -11.7% | -53.4% | +41.6% | -2.8% |
| 1Y | -24.6% | -65.6% | +41.0% | -12.2% |
| 3Y | -18.7% | -5.1% | -13.6% | -29.6% |
| 5Y | -4.4% | +18.5% | -22.9% | -25.8% |
| 10Y | +152.2% | +369.8% | -217.6% | +23.4% |
| All | +118.8% | +351.0% | -232.3% | -14.5% |
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