+1,402.3%
LITE vs AVAV
+361.4%
+1,041.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.5% | -4.8% | +3.7% |
| 7D | -35.9% | -10.6% | -25.3% | -34.4% |
| 30D | -51.5% | -18.8% | -32.7% | -49.5% |
| 3M | -35.7% | -34.1% | -1.6% | -30.9% |
| 6M | -43.0% | -35.3% | -7.6% | -39.5% |
| YTD | +46.1% | -53.4% | +99.5% | +55.8% |
| 1Y | +124.7% | -65.6% | +190.4% | +157.4% |
| 3Y | +1,172.1% | -5.1% | +1,177.1% | +1,006.8% |
| 5Y | +477.0% | +18.5% | +458.5% | +352.6% |
| All | +1,402.3% | +361.4% | +1,041.0% | +633.3% |
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 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