+1,019.5%
LIN vs AVAV
+478.6%
+540.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.7% |
| 7D | -2.1% | -2.2% | +0.1% | -1.8% |
| 30D | -2.4% | -13.9% | +11.5% | -0.7% |
| 3M | -5.6% | -29.2% | +23.7% | -2.3% |
| 6M | -3.4% | -36.1% | +32.7% | +0.4% |
| YTD | +13.1% | -40.2% | +53.3% | +16.8% |
| 1Y | +2.5% | -36.2% | +38.7% | +3.7% |
| 3Y | +27.6% | +47.5% | -19.9% | +8.0% |
| 5Y | +63.0% | +39.3% | +23.8% | +33.9% |
| 10Y | +359.3% | +482.6% | -123.3% | +167.3% |
| All | +1,019.5% | +478.6% | +540.9% | +460.3% |
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