+46.3%
LLY vs AVAV
-62.2%
+108.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | +1.4% | +9.9% | -8.5% | +1.2% |
| 30D | +21.5% | -5.4% | +26.9% | +21.4% |
| 3M | +18.5% | -36.5% | +55.0% | +18.4% |
| 6M | +49.1% | -25.3% | +74.4% | +49.9% |
| YTD | +34.4% | -48.6% | +83.0% | +33.9% |
| 1Y | +46.3% | -62.1% | +108.4% | +42.8% |
| All | +46.3% | -62.2% | +108.5% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling