+225.8%
LHX vs AVAV
+520.8%
-295.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.3% | -1.5% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | -12.7% | -25.0% | +12.2% | -9.1% |
| 3M | -17.6% | -15.0% | -2.7% | -16.5% |
| 6M | -30.7% | -33.6% | +2.9% | -27.7% |
| YTD | -14.3% | -39.2% | +24.9% | -10.6% |
| 1Y | -8.4% | -40.5% | +32.1% | -4.7% |
| 3Y | +56.7% | +29.6% | +27.1% | +37.9% |
| 5Y | +18.5% | +56.7% | -38.2% | -3.0% |
| All | +225.8% | +520.8% | -295.0% | +97.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling