+759.7%
LHX vs AVAV
+478.6%
+281.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.4% |
| 7D | -2.0% | -2.2% | +0.3% | -1.6% |
| 30D | -9.9% | -13.9% | +4.0% | -7.8% |
| 3M | -16.5% | -29.2% | +12.8% | -12.4% |
| 6M | -29.6% | -36.1% | +6.5% | -25.5% |
| YTD | -11.6% | -40.2% | +28.6% | -6.8% |
| 1Y | -4.1% | -36.2% | +32.1% | -1.0% |
| 3Y | +53.3% | +47.5% | +5.7% | +28.3% |
| 5Y | +22.3% | +39.3% | -17.0% | -1.0% |
| 10Y | +231.9% | +482.6% | -250.7% | +82.1% |
| All | +759.7% | +478.6% | +281.1% | +323.1% |
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