+466.3%
LLY vs AVAV
+32.4%
+433.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.2% | +1.6% |
| 7D | +1.6% | 0.0% | +1.6% | +1.5% |
| 30D | +21.5% | -9.9% | +31.4% | +22.0% |
| 3M | +16.4% | -34.7% | +51.1% | +19.2% |
| 6M | +51.5% | -26.6% | +78.1% | +53.2% |
| YTD | +33.9% | -48.9% | +82.9% | +37.0% |
| 1Y | +49.1% | -63.0% | +112.1% | +56.5% |
| 3Y | +144.6% | +1.6% | +143.0% | +130.7% |
| 5Y | +466.3% | +34.5% | +431.8% | +403.4% |
| All | +466.3% | +32.4% | +433.9% | +403.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling