+423.5%
LIN vs AVAV
+317.7%
+105.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.8% | +9.2% | +0.2% |
| 7D | +3.6% | -24.3% | +27.9% | +6.0% |
| 30D | +6.4% | -28.9% | +35.3% | +9.4% |
| 3M | +6.5% | -39.3% | +45.8% | +10.8% |
| 6M | +4.9% | -38.8% | +43.6% | +8.0% |
| YTD | +23.4% | -57.8% | +81.2% | +30.0% |
| 1Y | +26.3% | -70.9% | +97.2% | +38.2% |
| 3Y | +38.0% | -14.8% | +52.8% | +27.4% |
| 5Y | +68.0% | +7.3% | +60.7% | +45.7% |
| All | +423.5% | +317.7% | +105.8% | +275.6% |
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