+2,006.3%
LLY vs AVAV
+423.1%
+1,583.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +12.6% | -8.3% | +3.2% |
| 7D | +0.1% | +3.2% | -3.1% | -0.4% |
| 30D | +19.7% | -7.4% | +27.1% | +20.3% |
| 3M | +19.3% | -32.0% | +51.3% | +22.8% |
| 6M | +49.3% | -24.6% | +73.9% | +51.2% |
| YTD | +32.0% | -47.5% | +79.5% | +36.1% |
| 1Y | +53.7% | -61.5% | +115.2% | +63.2% |
| 3Y | +143.7% | +5.5% | +138.3% | +125.9% |
| 5Y | +463.9% | +35.7% | +428.2% | +393.6% |
| 10Y | +2,006.3% | +379.1% | +1,627.3% | +1,549.1% |
| All | +2,006.3% | +423.1% | +1,583.2% | +1,549.1% |
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 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