+2,043.2%
LLY vs AVAV
+361.4%
+1,681.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.5% | -11.2% | -1.7% |
| 7D | -4.5% | -10.6% | +6.1% | -3.6% |
| 30D | +13.9% | -18.8% | +32.7% | +15.8% |
| 3M | +13.8% | -34.1% | +47.9% | +17.6% |
| 6M | +37.6% | -35.3% | +72.9% | +41.3% |
| YTD | +26.6% | -53.4% | +80.0% | +32.0% |
| 1Y | +45.3% | -65.6% | +111.0% | +56.1% |
| 3Y | +132.2% | -5.1% | +137.3% | +117.0% |
| 5Y | +434.7% | +18.5% | +416.1% | +372.8% |
| All | +2,043.2% | +361.4% | +1,681.8% | +1,418.9% |
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