+134.1%
LLY vs AVAV
-14.7%
+148.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.8% | +6.1% | -3.2% |
| 7D | -0.7% | -24.3% | +23.7% | +0.9% |
| 30D | +17.9% | -28.9% | +46.8% | +20.1% |
| 3M | +16.8% | -39.3% | +56.1% | +19.9% |
| 6M | +38.4% | -38.8% | +77.2% | +41.5% |
| YTD | +27.6% | -57.8% | +85.4% | +31.4% |
| 1Y | +48.3% | -70.9% | +119.2% | +58.0% |
| All | +134.1% | -14.7% | +148.8% | +104.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling