+45.3%
LLY vs AVAV
-67.9%
+113.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.5% | -11.2% | -0.9% |
| 7D | -4.5% | -10.6% | +6.1% | -4.4% |
| 30D | +13.9% | -18.8% | +32.7% | +14.0% |
| 3M | +13.8% | -34.1% | +47.9% | +13.9% |
| 6M | +37.6% | -35.3% | +72.9% | +38.5% |
| YTD | +26.6% | -53.4% | +80.0% | +26.4% |
| 1Y | +45.3% | -65.6% | +111.0% | +44.0% |
| All | +45.3% | -67.9% | +113.2% | +44.0% |
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