+1,612.0%
LLY vs AVAV
+479.1%
+1,132.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.7% |
| 7D | -2.1% | -2.2% | +0.1% | -2.0% |
| 30D | -1.6% | -13.9% | +12.3% | -0.4% |
| 3M | +2.3% | -29.2% | +31.5% | +4.8% |
| 6M | +14.9% | -36.1% | +51.0% | +18.3% |
| YTD | +7.5% | -40.2% | +47.7% | +9.9% |
| 1Y | +55.7% | -36.2% | +91.9% | +57.0% |
| 3Y | +110.6% | +47.5% | +63.1% | +88.2% |
| 5Y | +363.4% | +39.3% | +324.2% | +305.7% |
| All | +1,612.0% | +479.1% | +1,132.9% | +1,066.8% |
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