+417.5%
LIN vs AVAV
+361.4%
+56.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.5% | -11.6% | -2.1% |
| 7D | +0.2% | -10.6% | +10.8% | +1.0% |
| 30D | +6.5% | -18.8% | +25.3% | +8.2% |
| 3M | +5.5% | -34.1% | +39.6% | +8.9% |
| 6M | +3.3% | -35.3% | +38.7% | +5.9% |
| YTD | +22.0% | -53.4% | +75.4% | +27.3% |
| 1Y | +25.7% | -65.6% | +91.4% | +35.3% |
| 3Y | +36.2% | -5.1% | +41.3% | +24.5% |
| 5Y | +66.1% | +18.5% | +47.5% | +42.7% |
| All | +417.5% | +361.4% | +56.1% | +267.8% |
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 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