+140.8%
LLY vs AVAV
-3.9%
+144.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.4% |
| 7D | +6.7% | +4.2% | +2.5% | +6.5% |
| 30D | +19.6% | -2.6% | +22.1% | +19.6% |
| 3M | +19.7% | -38.0% | +57.7% | +22.5% |
| 6M | +42.7% | -27.0% | +69.7% | +44.3% |
| YTD | +35.1% | -51.4% | +86.5% | +37.8% |
| 1Y | +42.2% | -60.2% | +102.4% | +47.4% |
| 3Y | +140.8% | -6.7% | +147.4% | +134.3% |
| All | +140.8% | -3.9% | +144.6% | +134.3% |
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